Aluminum Corp of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:78.82% (+5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.1341 | 4.06 | |
| 0.0738 | 50.39 | |
| 0.9931 | 635.82 | |
| 4.3549 | 15.68 |
Estimation Period:
May 7, 2007 to Jan 30, 2026
May 7, 2007 to Jan 30, 2026
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