V-Lab: HSI Volatility Index GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

HSI Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, March 7th, 2025:84.11% (+6.33%)

Analysis last updated: Saturday, March 8, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	31.9688	6.06
$α$	0.0981	14.55
$β$	0.9474	112.50
$ν$	5	4.54

Estimation Period:
Jul 16, 2010 to Nov 19, 2021