Wuxi Rural Commercial Bank Co.,Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.65% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 89.3326 | 9.33 | |
| 0.1504 | 61.20 | |
| 0.9990 | 11,352.27 | |
| 4.4428 | 18.60 |
Estimation Period:
Sep 23, 2016 to Feb 6, 2026
Sep 23, 2016 to Feb 6, 2026
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