CITIC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.05% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5890 | 5.31 | |
| 0.0835 | 36.50 | |
| 0.9880 | 448.89 | |
| 5.1734 | 11.12 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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