Hang Seng China H-Financials Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.37% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 20.64 | |
| 0.0664 | 12.92 | |
| 0.8959 | 264.51 | |
| 0.0271 | 2.95 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices