Hong Kong Stock Exchange Hang Seng China Enterprises Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.22% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 15.38 | |
| 0.0907 | 41.37 | |
| 0.8968 | 396.83 | |
| 0.3376 | 11.37 |
Estimation Period:
Jul 15, 1993 to Feb 16, 2026
Jul 15, 1993 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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