PICC Property & Casualty Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.21% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5893 | 4.88 | |
| 0.0666 | 25.92 | |
| 0.9867 | 352.01 | |
| 5.5567 | 6.24 |
Estimation Period:
Nov 6, 2003 to Feb 6, 2026
Nov 6, 2003 to Feb 6, 2026
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