Hang Seng Mainland 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.17% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0925 | 7.71 | |
| 0.0579 | 24.08 | |
| 0.9849 | 442.46 | |
| 8.2090 | 2.80 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
Other GAS-GARCH Student T Analyses on Equity Indices