Hang Seng Mainland 25 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.06% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 17.17 | |
| 0.0647 | 29.93 | |
| 0.9245 | 378.59 |
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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