China International Capital Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.82% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2851 | 4.62 | |
| 0.0715 | 28.70 | |
| 0.9817 | 239.33 | |
| 4.3530 | 7.89 |
Estimation Period:
Nov 9, 2015 to Feb 16, 2026
Nov 9, 2015 to Feb 16, 2026
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