Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:19.17% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1850 | 5.87 | |
| 0.0556 | 39.37 | |
| 0.9925 | 726.02 | |
| 6.9356 | 5.98 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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