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, December 20th, 2024:79.65% (-6.42%)

Analysis last updated: Friday, December 20, 2024 at 09:21 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