SOHO China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.59% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1712 | 7.30 | |
| 0.1034 | 23.06 | |
| 0.9606 | 172.52 | |
| 4.5514 | 8.47 |
Estimation Period:
Oct 8, 2007 to Feb 16, 2026
Oct 8, 2007 to Feb 16, 2026
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