Shanghai Jiao Yun Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.62% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0791 | 3.84 | |
| 0.1023 | 46.28 | |
| 0.9898 | 382.76 | |
| 4.3814 | 16.60 |
Estimation Period:
Sep 28, 1993 to Feb 6, 2026
Sep 28, 1993 to Feb 6, 2026
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