Shanghai Menon Animal GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.81% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.8997 | 4.30 | |
| 0.2138 | 45.21 | |
| 0.9909 | 541.46 | |
| 3.8572 | 17.40 |
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Jun 17, 2022 to Feb 6, 2026
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