Huatai Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.94% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3968 | 7.97 | |
| 0.0757 | 17.10 | |
| 0.9474 | 153.24 | |
| 4.4861 | 4.70 |
Estimation Period:
Jun 1, 2015 to Feb 13, 2026
Jun 1, 2015 to Feb 13, 2026
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