Yuexiu Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.26% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1174 | 3.97 | |
| 0.1225 | 46.92 | |
| 0.9882 | 342.05 | |
| 4.2743 | 18.12 |
Estimation Period:
Dec 21, 2005 to Feb 16, 2026
Dec 21, 2005 to Feb 16, 2026
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