Cosmo Lady China Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:62.63% (-13.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9375 | 5.25 | |
| 0.1507 | 16.07 | |
| 0.9162 | 56.34 | |
| 3.1933 | 11.56 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
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