Bank of Communications Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.96% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8318 | 7.75 | |
| 0.0702 | 70.27 | |
| 0.9969 | 2,792.35 | |
| 4.1006 | 40.04 |
Estimation Period:
May 15, 2007 to Feb 13, 2026
May 15, 2007 to Feb 13, 2026
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