BOC Hong Kong Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.45% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5605 | 4.03 | |
| 0.0643 | 22.80 | |
| 0.9866 | 297.70 | |
| 4.8212 | 7.01 |
Estimation Period:
Jul 25, 2002 to Feb 6, 2026
Jul 25, 2002 to Feb 6, 2026
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