Shanghai DZH Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.83% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3917 | 4.75 | |
| 0.1259 | 23.65 | |
| 0.9624 | 110.99 | |
| 3.9338 | 10.57 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
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