Anhui Construction Engineering GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.98% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4001 | 5.02 | |
| 0.0734 | 66.92 | |
| 0.9954 | 1,142.86 | |
| 4.6840 | 23.40 |
Estimation Period:
Apr 15, 2003 to Feb 6, 2026
Apr 15, 2003 to Feb 6, 2026
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