Icbc Credit Suisse- Mengneng GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.54% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8397 | 1.64 | |
| 0.1050 | 4.30 | |
| 0.8954 | 12.87 | |
| 2.9284 | 2.44 |
Estimation Period:
Dec 13, 2024 to Feb 13, 2026
Dec 13, 2024 to Feb 13, 2026
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