SEP Analytical Shanghai Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.30% (+15.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 161.9730 | 5.52 | |
| 0.1970 | 51.25 | |
| 0.9956 | 1,354.53 | |
| 3.6077 | 25.86 |
Estimation Period:
Feb 4, 2022 to Feb 6, 2026
Feb 4, 2022 to Feb 6, 2026
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