Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.79% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2006 | 5.85 | |
| 0.0558 | 39.40 | |
| 0.9925 | 729.79 | |
| 6.9254 | 6.02 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
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