Everbright Jiabao Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.91% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.2138 | 5.96 | |
| 0.1088 | 33.45 | |
| 0.9798 | 281.88 | |
| 5.0848 | 10.75 |
Estimation Period:
Dec 3, 1992 to Jan 30, 2026
Dec 3, 1992 to Jan 30, 2026
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