Sichuan Guangan AAA PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.43% (+3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.6361 | 4.49 | |
| 0.1106 | 71.62 | |
| 0.9941 | 814.18 | |
| 4.3338 | 27.73 |
Estimation Period:
Sep 6, 2004 to Feb 13, 2026
Sep 6, 2004 to Feb 13, 2026
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