Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.73% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1853 | 5.88 | |
| 0.0555 | 39.37 | |
| 0.9925 | 727.09 | |
| 6.9438 | 5.96 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other Hong Kong Hang Seng Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices