China Merchants Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.16% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5615 | 5.49 | |
| 0.0616 | 22.16 | |
| 0.9828 | 291.53 | |
| 5.4325 | 5.35 |
Estimation Period:
Sep 22, 2006 to Feb 13, 2026
Sep 22, 2006 to Feb 13, 2026
Other China Merchants Bank Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities