Zto Express Cayman Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.33% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2439 | 8.44 | |
| 0.0830 | 8.63 | |
| 0.9143 | 92.04 | |
| 5.4773 | 2.09 |
Estimation Period:
Sep 29, 2020 to Feb 6, 2026
Sep 29, 2020 to Feb 6, 2026
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