Guotai Junan International Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.54% (+5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.5133 | 8.17 | |
| 0.0953 | 22.85 | |
| 0.9536 | 171.33 | |
| 4.4469 | 7.38 |
Estimation Period:
Jul 8, 2010 to Feb 13, 2026
Jul 8, 2010 to Feb 13, 2026
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