Shanghai SMI Holding Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.30% (-5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.9103 | 7.45 | |
| 0.0953 | 103.56 | |
| 0.9983 | 4,537.56 | |
| 4.1991 | 56.68 |
Estimation Period:
May 18, 1993 to Feb 6, 2026
May 18, 1993 to Feb 6, 2026
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