China Merchants Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.53% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3125 | 4.37 | |
| 0.0446 | 41.38 | |
| 0.9941 | 727.74 | |
| 4.7758 | 10.91 |
Estimation Period:
Apr 9, 2002 to Feb 6, 2026
Apr 9, 2002 to Feb 6, 2026
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