China Tobacco International HK Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.15% (-4.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 209.3592 | 6.33 | |
| 0.1184 | 54.68 | |
| 0.9990 | 6,204.97 | |
| 3.6409 | 26.26 |
Estimation Period:
Jun 12, 2019 to Feb 6, 2026
Jun 12, 2019 to Feb 6, 2026
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