Bank of Jiangsu Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.29% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.4219 | 5.35 | |
| 0.1013 | 51.72 | |
| 0.9990 | 5,808.14 | |
| 4.8671 | 14.25 |
Estimation Period:
Aug 2, 2016 to Feb 13, 2026
Aug 2, 2016 to Feb 13, 2026
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