Zhongtai Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.35% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.9022 | 6.13 | |
| 0.0786 | 44.06 | |
| 0.9990 | 6,750.00 | |
| 3.4429 | 25.48 |
Estimation Period:
Jun 3, 2020 to Jan 30, 2026
Jun 3, 2020 to Jan 30, 2026
Other Zhongtai Securities Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities