Hang Seng China Affliated Corp Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.55% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.37 | |
| 0.1806 | 42.92 | |
| 0.9850 | 1,299.41 | |
| -0.0337 | -9.01 |
Estimation Period:
Jan 4, 1993 to Feb 6, 2026
Jan 4, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices