Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:20.75% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1990 | 5.84 | |
| 0.0558 | 39.35 | |
| 0.9925 | 726.58 | |
| 6.9164 | 6.02 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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