Minmetals Development Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.82% (-5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.6675 | 4.28 | |
| 0.0801 | 48.55 | |
| 0.9922 | 546.35 | |
| 4.9269 | 13.56 |
Estimation Period:
May 28, 1997 to Feb 6, 2026
May 28, 1997 to Feb 6, 2026
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