Hang Seng HK 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.93% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2692 | 6.76 | |
| 0.0601 | 21.31 | |
| 0.9837 | 364.07 | |
| 7.1648 | 3.34 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
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