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Param	Value	t-stat
ωconst	2.1606	1.53
αARCH	0.0556	9.87***
βGARCH	0.9923	183.94***
νDF	7.0736	1.47

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1606	1.53
α ARCH Response to squared shocks	0.0556	9.87***
β GARCH Volatility persistence	0.9923	183.94***
ν DF Student-t tail thickness	7.0736	1.47

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Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

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