China Zheshang Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.59% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1533 | 3.16 | |
| 0.0884 | 29.60 | |
| 0.9750 | 122.76 | |
| 2.4552 | 39.72 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
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