SDIC Capital Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.71% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.4212 | 6.38 | |
| 0.0779 | 79.80 | |
| 0.9976 | 2,925.62 | |
| 4.9202 | 31.08 |
Estimation Period:
May 20, 1997 to Feb 6, 2026
May 20, 1997 to Feb 6, 2026
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