Hang Seng HK 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.25% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2606 | 6.66 | |
| 0.0598 | 21.48 | |
| 0.9838 | 359.98 | |
| 7.0893 | 3.37 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
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