Cathay Group Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.74% (-6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.1604 | 4.37 | |
| 0.1059 | 11.90 | |
| 0.9515 | 80.61 | |
| 4.2529 | 5.00 |
Estimation Period:
Jul 15, 2020 to Feb 6, 2026
Jul 15, 2020 to Feb 6, 2026
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