CAC Nantong Chemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.36% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.4440 | 5.52 | |
| 0.2202 | 22.33 | |
| 0.9970 | 1,789.91 | |
| 7.3187 | 3.34 |
Estimation Period:
Apr 11, 2025 to Feb 6, 2026
Apr 11, 2025 to Feb 6, 2026
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