Shanghai Chinafortune Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.73% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.6252 | 4.54 | |
| 0.1009 | 38.55 | |
| 0.9852 | 299.91 | |
| 4.3732 | 14.54 |
Estimation Period:
Dec 2, 1992 to Feb 6, 2026
Dec 2, 1992 to Feb 6, 2026
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