Ping AN Insurance Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.90% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3880 | 3.88 | |
| 0.0902 | 3.85 | |
| 0.8869 | 33.17 | |
| 4.4298 | 1.36 |
Estimation Period:
Sep 15, 2023 to Feb 16, 2026
Sep 15, 2023 to Feb 16, 2026
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