Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:19.16% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1942 | 5.85 | |
| 0.0557 | 39.34 | |
| 0.9925 | 727.64 | |
| 6.9229 | 6.01 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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