Pacific Securities Co Ltd/The/China GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.92% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.0256 | 5.12 | |
| 0.0882 | 71.40 | |
| 0.9959 | 1,364.27 | |
| 3.7156 | 43.96 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
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