Hong Kong Exchanges and Clearing Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.10% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.3322 | 5.19 | |
| 0.0956 | 80.91 | |
| 0.9984 | 3,284.13 | |
| 4.7834 | 30.20 |
Estimation Period:
Jun 27, 2000 to Feb 13, 2026
Jun 27, 2000 to Feb 13, 2026
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