Hang Seng Mainland 25 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.75% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 17.25 | |
| 0.0643 | 29.95 | |
| 0.9249 | 381.56 |
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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