Hang Seng Mainland 25 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.48% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6577 | 5.46 | |
| 0.0578 | 40.25 | |
| 0.9937 | 860.38 | |
| 7.3754 | 5.47 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
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