Bank of Nanjing Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.79% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3341 | 6.44 | |
| 0.0614 | 64.30 | |
| 0.9982 | 4,057.59 | |
| 4.4001 | 30.31 |
Estimation Period:
Jul 19, 2007 to Feb 6, 2026
Jul 19, 2007 to Feb 6, 2026
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