Shanghai International Airport Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.88% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6173 | 6.06 | |
| 0.0594 | 76.17 | |
| 0.9975 | 2,732.95 | |
| 4.9817 | 26.44 |
Estimation Period:
Feb 18, 1998 to Feb 13, 2026
Feb 18, 1998 to Feb 13, 2026
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