Hang Seng China Affliated Corp Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.33% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 14.00 | |
| 0.0883 | 40.23 | |
| 0.9004 | 418.98 | |
| 0.3292 | 10.52 |
Estimation Period:
Jan 4, 1993 to Feb 16, 2026
Jan 4, 1993 to Feb 16, 2026
News Impact Curve
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