S&P / Hong Kong GEM Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.01% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5816 | 4.44 | |
| 0.0748 | 46.86 | |
| 0.9919 | 593.60 | |
| 4.7115 | 13.10 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
Other GAS-GARCH Student T Analyses on Equity Indices