Guotai Haitong Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.26% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.5929 | 7.02 | |
| 0.0935 | 62.78 | |
| 0.9990 | 7,187.05 | |
| 2.9549 | 91.15 |
Estimation Period:
Jun 26, 2015 to Feb 6, 2026
Jun 26, 2015 to Feb 6, 2026
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