China Merchants Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.04% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7421 | 4.97 | |
| 0.0526 | 58.60 | |
| 0.9945 | 974.98 | |
| 3.3635 | 36.62 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
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