Shanghai Shenqi Pharmaceutical Investment Management Co.,Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.17% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.3875 | 5.72 | |
| 0.1201 | 31.14 | |
| 0.9720 | 191.90 | |
| 4.5147 | 10.88 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
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