Agricultural Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.99% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6397 | 4.81 | |
| 0.0878 | 34.39 | |
| 0.9871 | 395.65 | |
| 4.6202 | 11.55 |
Estimation Period:
Jul 15, 2010 to Feb 6, 2026
Jul 15, 2010 to Feb 6, 2026
Other Agricultural Bank of China Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities