Wangfujing Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.17% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6548 | 5.68 | |
| 0.0991 | 36.11 | |
| 0.9824 | 311.09 | |
| 4.9279 | 11.14 |
Estimation Period:
May 6, 1994 to Feb 6, 2026
May 6, 1994 to Feb 6, 2026
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