Hang Seng China Affliated Corp Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.04% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6530 | 5.64 | |
| 0.0714 | 36.60 | |
| 0.9926 | 818.28 | |
| 7.2765 | 6.33 |
Estimation Period:
Jan 4, 1993 to Feb 20, 2026
Jan 4, 1993 to Feb 20, 2026
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