Minmetals Capital Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.03% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5481 | 5.45 | |
| 0.0904 | 46.90 | |
| 0.9888 | 468.65 | |
| 4.8637 | 14.63 |
Estimation Period:
Feb 23, 2001 to Feb 6, 2026
Feb 23, 2001 to Feb 6, 2026
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