Caitong Securities Co.,Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.74% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.8039 | 6.09 | |
| 0.0853 | 55.37 | |
| 0.9969 | 2,220.29 | |
| 3.2661 | 45.29 |
Estimation Period:
Oct 24, 2017 to Feb 6, 2026
Oct 24, 2017 to Feb 6, 2026
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