Hang Seng China H-Financials Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.40% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 22.16 | |
| 0.0826 | 28.00 | |
| 0.8901 | 281.14 | |
| 0.1704 | 4.56 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices