Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.99% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1838 | 5.87 | |
| 0.0555 | 39.39 | |
| 0.9925 | 726.02 | |
| 6.9338 | 5.98 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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