CITIC Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.29% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0003 | 4.07 | |
| 0.0666 | 31.61 | |
| 0.9829 | 226.52 | |
| 3.8661 | 9.83 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
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