S&P/HKEx LargeCap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.09% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4700 | 6.47 | |
| 0.0533 | 65.98 | |
| 0.9990 | 6,986.01 | |
| 6.2293 | 13.71 |
Estimation Period:
Jan 1, 1998 to Dec 25, 2025
Jan 1, 1998 to Dec 25, 2025
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