Shanghai Dazhong Public Util GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.03% (+8.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8207 | 2.53 | |
| 0.1309 | 26.18 | |
| 0.9696 | 78.72 | |
| 2.6324 | 26.85 |
Estimation Period:
Dec 5, 2016 to Feb 13, 2026
Dec 5, 2016 to Feb 13, 2026
Other Shanghai Dazhong Public Util Analyses
Other GAS-GARCH Student T Analyses on International Equities