Everbright Grand China Assets Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2,270.50% (-729.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4292 | 8.55 | |
| 0.1705 | 293.98 | |
| 0.9990 | 8,394.96 | |
| 2.0000 | 20,000,310.00 |
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Jan 16, 2018 to Feb 6, 2026
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