ZhongAn Online P&C Insurance Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.69% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0691 | 4.66 | |
| 0.0809 | 17.33 | |
| 0.9643 | 124.16 | |
| 4.2393 | 5.19 |
Estimation Period:
Sep 28, 2017 to Feb 6, 2026
Sep 28, 2017 to Feb 6, 2026
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