Lead Data Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.53% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2261 | 0.37 | |
| 0.1288 | 42.14 | |
| 0.9990 | 373.46 | |
| 2.0000 | 7,380.08 |
Estimation Period:
Feb 7, 2001 to Jun 3, 2025
Feb 7, 2001 to Jun 3, 2025
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