Shenzhen Expressway Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.09% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.5078 | 5.20 | |
| 0.0742 | 80.49 | |
| 0.9978 | 2,660.83 | |
| 5.0009 | 25.64 |
Estimation Period:
Mar 12, 1997 to Feb 6, 2026
Mar 12, 1997 to Feb 6, 2026
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