Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.26% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1957 | 5.92 | |
| 0.0557 | 39.26 | |
| 0.9925 | 731.91 | |
| 6.9771 | 5.95 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
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