Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:21.40% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2011 | 5.83 | |
| 0.0558 | 39.33 | |
| 0.9925 | 726.05 | |
| 6.9095 | 6.03 |
Estimation Period:
Jan 1, 1990 to Oct 28, 2025
Jan 1, 1990 to Oct 28, 2025
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