Hang Seng China Affliated Corp Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.49% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 14.05 | |
| 0.0885 | 40.20 | |
| 0.9002 | 417.71 | |
| 0.3284 | 10.51 |
Estimation Period:
Jan 4, 1993 to Feb 6, 2026
Jan 4, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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