Shanghai Chemspec Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.55% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3399 | 5.41 | |
| 0.2123 | 9.75 | |
| 0.8660 | 37.82 | |
| 3.9998 | 5.20 |
Estimation Period:
Jul 20, 2023 to Feb 13, 2026
Jul 20, 2023 to Feb 13, 2026
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