Hong Kong Exch & Clearing GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.77% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8658 | 8.03 | |
| 0.1200 | 7.36 | |
| 0.8930 | 97.78 | |
| 5.4676 | 2.19 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
Other Hong Kong Exch & Clearing Analyses
Other GAS-GARCH Student T Analyses on International Equities