Shanghai Conglin GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.10% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6953 | 5.42 | |
| 0.1184 | 40.69 | |
| 0.9877 | 493.83 | |
| 3.0410 | 40.26 |
Estimation Period:
Aug 25, 2022 to Feb 6, 2026
Aug 25, 2022 to Feb 6, 2026
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