Shanghai National Center Of GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.58% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.6275 | 2.56 | |
| 0.1235 | 17.10 | |
| 0.9567 | 57.36 | |
| 3.0225 | 9.91 |
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Jun 22, 2022 to Feb 6, 2026
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