Macauto Industrial Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.60% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6477 | 3.06 | |
| 0.1003 | 53.71 | |
| 0.9878 | 248.50 | |
| 2.9197 | 37.63 |
Estimation Period:
Jul 26, 2004 to Feb 6, 2026
Jul 26, 2004 to Feb 6, 2026
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