China Merchants Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.98% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6165 | 6.75 | |
| 0.0853 | 42.45 | |
| 0.9885 | 610.57 | |
| 3.7572 | 27.60 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
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