Bank of Changsha Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.65% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1881 | 5.55 | |
| 0.1200 | 19.38 | |
| 0.9574 | 122.91 | |
| 4.5865 | 6.19 |
Estimation Period:
Sep 26, 2018 to Feb 6, 2026
Sep 26, 2018 to Feb 6, 2026
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