Hang Seng China Affliated Corp Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.69% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 18.35 | |
| 0.1802 | 42.93 | |
| 0.9850 | 1,302.92 | |
| -0.0337 | -9.02 |
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Jan 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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