Bank of Chengdu Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.72% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.5820 | 6.05 | |
| 0.0930 | 51.14 | |
| 0.9990 | 6,842.47 | |
| 4.3773 | 17.32 |
Estimation Period:
Jan 31, 2018 to Feb 13, 2026
Jan 31, 2018 to Feb 13, 2026
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