Fenbi Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.64% (-6.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.0216 | 3.57 | |
| 0.1669 | 11.27 | |
| 0.9257 | 43.07 | |
| 3.6814 | 5.96 |
Estimation Period:
Jan 9, 2023 to Feb 13, 2026
Jan 9, 2023 to Feb 13, 2026
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