Zhejiang Shaoxing RuiFeng Rural Commercial Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.79% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.1449 | 6.85 | |
| 0.1115 | 46.49 | |
| 0.9990 | 7,928.57 | |
| 4.1227 | 13.85 |
Estimation Period:
Jun 25, 2021 to Feb 6, 2026
Jun 25, 2021 to Feb 6, 2026
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