CATARC Automotive Proving Ground Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.15% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 93.6765 | 6.16 | |
| 0.1400 | 43.87 | |
| 0.9972 | 2,414.63 | |
| 3.3707 | 28.81 |
Estimation Period:
Mar 8, 2022 to Feb 6, 2026
Mar 8, 2022 to Feb 6, 2026
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