Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:19.12% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1860 | 5.87 | |
| 0.0556 | 39.39 | |
| 0.9925 | 727.10 | |
| 6.9374 | 5.99 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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