Hang Seng Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.77% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 22.74 | |
| 0.0812 | 22.96 | |
| 0.9170 | 311.26 | |
| 0.3257 | 10.60 | |
| 1.2713 | 33.89 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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