China Mengniu Dairy Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.06% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8557 | 6.99 | |
| 0.0562 | 20.83 | |
| 0.9800 | 331.65 | |
| 5.9807 | 4.32 |
Estimation Period:
Jun 10, 2004 to Feb 6, 2026
Jun 10, 2004 to Feb 6, 2026
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