Cinda Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.93% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 213.1270 | 11.19 | |
| 0.1849 | 55.09 | |
| 0.9974 | 5,362.61 | |
| 2.7577 | 67.01 |
Estimation Period:
Feb 1, 2023 to Jan 30, 2026
Feb 1, 2023 to Jan 30, 2026
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