Sinotrans Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.29% (-4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1283 | 3.08 | |
| 0.1339 | 22.74 | |
| 0.9696 | 102.01 | |
| 3.4772 | 11.23 |
Estimation Period:
Jan 18, 2019 to Feb 6, 2026
Jan 18, 2019 to Feb 6, 2026
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