Hang Seng China H-Financials Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.73% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 21.26 | |
| 0.0771 | 25.83 | |
| 0.9002 | 274.45 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices