Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.92% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 19.02 | |
| 0.0648 | 21.39 | |
| 0.9015 | 417.76 | |
| 0.0477 | 8.47 |
Estimation Period:
Jan 4, 1993 to Feb 16, 2026
Jan 4, 1993 to Feb 16, 2026
News Impact Curve
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