Hang Seng China H-Financials Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.21% (-0.78%)
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
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