Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:17.09% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1836 | 5.87 | |
| 0.0557 | 39.36 | |
| 0.9925 | 725.49 | |
| 6.9381 | 5.99 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
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