Guotai Junan Securities Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:11.48% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7949 | 3.86 | |
| 0.2809 | 25.08 | |
| 0.9630 | 104.44 | |
| 4.0639 | 14.25 |
Estimation Period:
Oct 13, 2022 to Feb 13, 2026
Oct 13, 2022 to Feb 13, 2026
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