Cicc GLP Warehouse Logistics GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.27% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8532 | 3.37 | |
| 0.2677 | 11.76 | |
| 0.8479 | 19.03 | |
| 2.5591 | 18.67 |
Estimation Period:
Jun 21, 2021 to Feb 13, 2026
Jun 21, 2021 to Feb 13, 2026
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