Hang Seng Mainland 25 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.02% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 14.63 | |
| 0.1385 | 29.70 | |
| 0.9852 | 1,233.08 | |
| -0.0354 | -8.46 |
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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