Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.19% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1834 | 5.88 | |
| 0.0555 | 39.38 | |
| 0.9925 | 727.09 | |
| 6.9421 | 5.96 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
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