Jiangsu Changshu Rural Commercial Bank Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.12% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.5965 | 6.62 | |
| 0.0932 | 46.80 | |
| 0.9990 | 7,239.13 | |
| 4.7119 | 13.78 |
Estimation Period:
Oct 7, 2016 to Feb 6, 2026
Oct 7, 2016 to Feb 6, 2026
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