Hong Kong Stock Exchange Hang Seng China Enterprises Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.93% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 17.45 | |
| 0.1786 | 40.44 | |
| 0.9854 | 1,301.69 | |
| -0.0274 | -8.03 |
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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