First Pacific Co Ltd/Hong Kong GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.86% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4776 | 4.04 | |
| 0.0698 | 43.34 | |
| 0.9907 | 436.44 | |
| 4.3278 | 13.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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