CSI SmallCap 500 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.22% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8583 | 5.07 | |
| 0.0689 | 50.97 | |
| 0.9971 | 2,117.02 | |
| 6.1787 | 10.80 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
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