Hang Seng China H-Financials Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.63% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9879 | 6.62 | |
| 0.0627 | 27.21 | |
| 0.9833 | 361.52 | |
| 6.4532 | 4.15 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
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