Guolian Minsheng Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.24% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8751 | 3.49 | |
| 0.1656 | 18.04 | |
| 0.9550 | 69.76 | |
| 3.7745 | 9.70 |
Estimation Period:
Jul 31, 2020 to Feb 6, 2026
Jul 31, 2020 to Feb 6, 2026
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