Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.60% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1981 | 5.91 | |
| 0.0557 | 39.30 | |
| 0.9925 | 730.84 | |
| 6.9711 | 5.95 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
Other Hong Kong Hang Seng Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices