Shanghai Commercial & Savings Bank Ltd/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.08% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5183 | 5.61 | |
| 0.0981 | 75.27 | |
| 0.9955 | 1,388.44 | |
| 2.9421 | 96.46 |
Estimation Period:
Sep 25, 2014 to Jan 30, 2026
Sep 25, 2014 to Jan 30, 2026
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