Shanghai ShenTong Metro Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.90% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.5536 | 3.86 | |
| 0.1088 | 96.27 | |
| 0.9961 | 1,058.60 | |
| 3.9048 | 42.42 |
Estimation Period:
Feb 24, 1994 to Feb 6, 2026
Feb 24, 1994 to Feb 6, 2026
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