Bank of Tianjin Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.41% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5658 | 3.55 | |
| 0.1228 | 23.09 | |
| 0.9493 | 70.33 | |
| 2.3578 | 37.47 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
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