Hang Seng Mainland 25 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.97% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 16.42 | |
| 0.0441 | 12.44 | |
| 0.9193 | 384.16 | |
| 0.0462 | 6.58 |
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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