Shenzhen Expressway Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.33% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1041 | 5.95 | |
| 0.0703 | 77.50 | |
| 0.9965 | 1,912.69 | |
| 3.8660 | 45.90 |
Estimation Period:
Dec 25, 2001 to Feb 6, 2026
Dec 25, 2001 to Feb 6, 2026
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