HSI Volatility Index

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{name} Model Equation

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	5.9653	1.45
αARCH	0.1097	14.42***
βGARCH	0.9990	19.82***
νDF	2.0055	819.59***

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9653	1.45
α ARCH Response to squared shocks	0.1097	14.42***
β GARCH Volatility persistence	0.9990	19.82***
ν DF Student-t tail thickness	2.0055	819.59***

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Digital Currency X Technology Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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