Chongqing Changan Automobile Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.52% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 59.4598 | 6.99 | |
| 0.1136 | 108.23 | |
| 0.9979 | 3,628.64 | |
| 4.2265 | 49.73 |
Estimation Period:
Nov 8, 1996 to Feb 6, 2026
Nov 8, 1996 to Feb 6, 2026
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