Citic Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.75% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5081 | 4.55 | |
| 0.0814 | 17.67 | |
| 0.9648 | 121.76 | |
| 3.6107 | 8.38 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
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