Morgan Stanley China A SH FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.61% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2398 | 5.18 | |
| 0.0834 | 42.40 | |
| 0.9909 | 578.82 | |
| 5.1239 | 12.92 |
Estimation Period:
Sep 28, 2006 to Feb 6, 2026
Sep 28, 2006 to Feb 6, 2026
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