BOC Hong Kong Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.38% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5599 | 4.02 | |
| 0.0643 | 22.81 | |
| 0.9866 | 297.16 | |
| 4.8162 | 7.01 |
Estimation Period:
Jul 25, 2002 to Jan 30, 2026
Jul 25, 2002 to Jan 30, 2026
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