Shanghai Research Institute GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 151.0968 | 9.65 | |
| 0.2502 | 57.72 | |
| 0.9965 | 3,436.25 | |
| 3.4769 | 29.34 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
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