Anhui Gujing Distillery Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.78% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.9430 | 4.17 | |
| 0.1206 | 39.83 | |
| 0.9844 | 266.13 | |
| 3.9935 | 17.90 |
Estimation Period:
Jun 12, 1996 to Feb 6, 2026
Jun 12, 1996 to Feb 6, 2026
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