Bank of Qingdao Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.23% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8813 | 3.87 | |
| 0.1123 | 37.47 | |
| 0.9763 | 161.80 | |
| 2.7009 | 37.68 |
Estimation Period:
Dec 3, 2015 to Feb 20, 2026
Dec 3, 2015 to Feb 20, 2026
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