Xiamen Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.49% (+8.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 55.2057 | 6.82 | |
| 0.1117 | 42.93 | |
| 0.9990 | 6,704.70 | |
| 4.1552 | 15.10 |
Estimation Period:
Oct 27, 2020 to Jan 30, 2026
Oct 27, 2020 to Jan 30, 2026
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