Hang Seng China H-Financials Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.58% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9985 | 6.49 | |
| 0.0630 | 27.22 | |
| 0.9834 | 355.27 | |
| 6.3988 | 4.20 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
Other GAS-GARCH Student T Analyses on Equity Indices