Sunac China Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.24% (-6.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.9048 | 4.11 | |
| 0.0895 | 36.95 | |
| 0.9860 | 306.23 | |
| 4.2573 | 11.67 |
Estimation Period:
Oct 7, 2010 to Feb 13, 2026
Oct 7, 2010 to Feb 13, 2026
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