Guotai Junan Securities Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.73% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0148 | 3.14 | |
| 0.2464 | 18.61 | |
| 0.9207 | 37.96 | |
| 2.6421 | 23.39 |
Estimation Period:
Oct 14, 2022 to Feb 13, 2026
Oct 14, 2022 to Feb 13, 2026
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