Shanghai Industrial Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.03% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6204 | 4.50 | |
| 0.0745 | 38.92 | |
| 0.9920 | 572.43 | |
| 5.6469 | 9.52 |
Estimation Period:
May 30, 1996 to Feb 6, 2026
May 30, 1996 to Feb 6, 2026
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