Hang Seng Mainland 25 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.67% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 14.22 | |
| 0.0805 | 46.55 | |
| 0.8976 | 504.01 | |
| 0.4690 | 13.46 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices