China Film Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.64% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9335 | 4.91 | |
| 0.1430 | 18.12 | |
| 0.9521 | 95.05 | |
| 4.2718 | 7.61 |
Estimation Period:
Aug 9, 2016 to Jan 30, 2026
Aug 9, 2016 to Jan 30, 2026
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