Shanghai Pharmaceuticals Hld GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.65% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3428 | 7.10 | |
| 0.1411 | 8.02 | |
| 0.8550 | 40.61 | |
| 4.2709 | 3.62 |
Estimation Period:
Jan 2, 2019 to Jan 30, 2026
Jan 2, 2019 to Jan 30, 2026
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