Huaan Securities Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.87% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7768 | 3.61 | |
| 0.0928 | 42.97 | |
| 0.9797 | 176.24 | |
| 3.0085 | 21.31 |
Estimation Period:
Dec 6, 2016 to Feb 13, 2026
Dec 6, 2016 to Feb 13, 2026
Other Huaan Securities Co., Ltd. Analyses
Other GAS-GARCH Student T Analyses on International Equities