Hong Kong Stock Exchange Hang Seng China Enterprises Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.33% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 18.65 | |
| 0.0634 | 21.17 | |
| 0.9057 | 404.50 | |
| 0.0442 | 7.15 |
Estimation Period:
Jul 15, 1993 to Feb 20, 2026
Jul 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices