Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.53% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 19.15 | |
| 0.0805 | 37.56 | |
| 0.9120 | 409.50 |
Estimation Period:
Jul 15, 1993 to Feb 16, 2026
Jul 15, 1993 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices