Chongqing Rural Commercial Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.66% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5299 | 5.96 | |
| 0.0907 | 44.71 | |
| 0.9983 | 3,490.62 | |
| 4.4212 | 18.25 |
Estimation Period:
Oct 29, 2019 to Jan 30, 2026
Oct 29, 2019 to Jan 30, 2026
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