Nanjing Securities Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.43% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 108.5505 | 9.33 | |
| 0.1225 | 61.57 | |
| 0.9990 | 10,193.88 | |
| 3.2706 | 59.41 |
Estimation Period:
Jun 13, 2018 to Feb 13, 2026
Jun 13, 2018 to Feb 13, 2026
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