Shanghai Aerospace Automobile Electromechanical Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.81% (-4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0867 | 4.62 | |
| 0.0858 | 34.41 | |
| 0.9866 | 328.65 | |
| 4.7822 | 10.82 |
Estimation Period:
Jun 5, 1998 to Feb 6, 2026
Jun 5, 1998 to Feb 6, 2026
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