Nanhua Futures Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.92% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1931 | 6.12 | |
| 0.1562 | 15.49 | |
| 0.9380 | 85.28 | |
| 4.6961 | 6.49 |
Estimation Period:
Aug 30, 2019 to Jan 30, 2026
Aug 30, 2019 to Jan 30, 2026
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