Bank of Shanghai Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.27% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4022 | 5.83 | |
| 0.0906 | 47.88 | |
| 0.9983 | 3,327.60 | |
| 4.7568 | 17.50 |
Estimation Period:
Nov 16, 2016 to Feb 6, 2026
Nov 16, 2016 to Feb 6, 2026
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