Tsinghua Tongfang Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.30% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5977 | 4.38 | |
| 0.0752 | 35.06 | |
| 0.9890 | 382.43 | |
| 4.8662 | 10.56 |
Estimation Period:
Jul 1, 1997 to Feb 6, 2026
Jul 1, 1997 to Feb 6, 2026
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