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

V-Lab

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V-Lab

HSI Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 17th, 2025:67.66% (+5.30%)

Analysis last updated: Saturday, January 18, 2025 at 08:15 PM 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