Hang Seng China Affliated Corp Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.34% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6678 | 5.66 | |
| 0.0717 | 36.49 | |
| 0.9925 | 815.56 | |
| 7.2820 | 6.32 |
Estimation Period:
Jan 4, 1993 to Feb 6, 2026
Jan 4, 1993 to Feb 6, 2026
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