Hang Seng Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.61% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 17.07 | |
| 0.0733 | 32.94 | |
| 0.9176 | 378.71 |
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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