Qilu Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.28% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 75.2855 | 7.09 | |
| 0.1364 | 47.22 | |
| 0.9990 | 8,188.52 | |
| 4.0246 | 15.31 |
Estimation Period:
Jun 18, 2021 to Feb 6, 2026
Jun 18, 2021 to Feb 6, 2026
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