China International Capital Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.95% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.4163 | 8.15 | |
| 0.0589 | 37.67 | |
| 0.9990 | 5,946.43 | |
| 3.0564 | 33.91 |
Estimation Period:
Nov 2, 2020 to Feb 6, 2026
Nov 2, 2020 to Feb 6, 2026
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