Hang Seng China Affliated Corp Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.47% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6568 | 5.65 | |
| 0.0715 | 36.57 | |
| 0.9926 | 818.27 | |
| 7.2803 | 6.32 |
Estimation Period:
Jan 4, 1993 to Feb 16, 2026
Jan 4, 1993 to Feb 16, 2026
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