CIG ShangHai Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.88% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.4874 | 5.66 | |
| 0.0960 | 14.96 | |
| 0.9647 | 125.22 | |
| 6.0166 | 3.63 |
Estimation Period:
Nov 10, 2017 to Feb 6, 2026
Nov 10, 2017 to Feb 6, 2026
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