Shanghai Automobile AIR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.52% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.0609 | 7.74 | |
| 0.0615 | 24.29 | |
| 0.9990 | 4,400.88 | |
| 3.5826 | 22.92 |
Estimation Period:
Nov 1, 2023 to Feb 6, 2026
Nov 1, 2023 to Feb 6, 2026
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