Everbright Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.19% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.0978 | 6.24 | |
| 0.0700 | 63.49 | |
| 0.9973 | 2,631.45 | |
| 3.6629 | 50.29 |
Estimation Period:
Aug 18, 2009 to Feb 13, 2026
Aug 18, 2009 to Feb 13, 2026
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