Cathay General Bancorp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:26.04% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.0590 | 5.51 | |
| 0.0771 | 50.92 | |
| 0.9929 | 764.92 | |
| 5.6570 | 13.20 |
Estimation Period:
Dec 14, 1990 to Feb 13, 2026
Dec 14, 1990 to Feb 13, 2026
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