Shenzhen Investment Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.07% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.6647 | 4.40 | |
| 0.0982 | 61.25 | |
| 0.9954 | 1,014.68 | |
| 5.5324 | 16.20 |
Estimation Period:
Mar 7, 1997 to Feb 6, 2026
Mar 7, 1997 to Feb 6, 2026
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