BAIC Foton Motor Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.13% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3537 | 4.07 | |
| 0.0679 | 44.91 | |
| 0.9933 | 603.44 | |
| 5.1371 | 11.40 |
Estimation Period:
Jun 2, 1998 to Feb 6, 2026
Jun 2, 1998 to Feb 6, 2026
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