Hang Seng Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.66% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2445 | 4.91 | |
| 0.0603 | 50.46 | |
| 0.9960 | 1,240.37 | |
| 7.0453 | 7.50 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
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