Hang Seng Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.22% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 18.94 | |
| 0.0431 | 10.11 | |
| 0.9078 | 344.27 | |
| 0.0679 | 10.15 |
Estimation Period:
Jan 3, 2000 to Feb 16, 2026
Jan 3, 2000 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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