Nanjing Chemical Fibre GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.60% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.7453 | 5.80 | |
| 0.0987 | 35.75 | |
| 0.9852 | 380.54 | |
| 5.3659 | 10.87 |
Estimation Period:
Mar 8, 1996 to Jan 30, 2026
Mar 8, 1996 to Jan 30, 2026
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