Hong Kong Stock Exchange Hang Seng China Enterprises Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.29% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0280 | 5.57 | |
| 0.0692 | 43.93 | |
| 0.9940 | 949.36 | |
| 7.5333 | 6.85 |
Estimation Period:
Jul 15, 1993 to Feb 16, 2026
Jul 15, 1993 to Feb 16, 2026
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