CITIC Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.56% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.7235 | 7.57 | |
| 0.0490 | 70.14 | |
| 0.9983 | 4,845.92 | |
| 3.6431 | 77.62 |
Estimation Period:
Jan 6, 2003 to Feb 6, 2026
Jan 6, 2003 to Feb 6, 2026
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