Hong Kong Stock Exchange Hang Seng China Enterprises Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.56% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0324 | 5.56 | |
| 0.0692 | 43.87 | |
| 0.9940 | 946.64 | |
| 7.5252 | 6.86 |
Estimation Period:
Jul 15, 1993 to Feb 6, 2026
Jul 15, 1993 to Feb 6, 2026
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