China Everbright Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.37% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7461 | 3.83 | |
| 0.0848 | 31.21 | |
| 0.9854 | 291.97 | |
| 4.0373 | 11.18 |
Estimation Period:
Aug 18, 2010 to Feb 6, 2026
Aug 18, 2010 to Feb 6, 2026
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