Value Partners Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.28% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8560 | 7.84 | |
| 0.0904 | 23.69 | |
| 0.9597 | 183.18 | |
| 4.6179 | 7.07 |
Estimation Period:
Nov 22, 2007 to Feb 6, 2026
Nov 22, 2007 to Feb 6, 2026
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