Hang Seng HK 35 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.11% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 14.82 | |
| 0.0807 | 21.90 | |
| 0.8961 | 210.15 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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