China Resources Beer (Hldgs) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.49% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5398 | 7.01 | |
| 0.0476 | 20.90 | |
| 0.9960 | 1,106.66 | |
| 5.2135 | 7.46 |
Estimation Period:
Jul 26, 2023 to Feb 13, 2026
Jul 26, 2023 to Feb 13, 2026
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