Hang Seng Mainland 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.84% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0962 | 7.75 | |
| 0.0586 | 24.01 | |
| 0.9849 | 444.63 | |
| 8.2492 | 2.81 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
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