Hang Seng HK 35 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.09% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 8.70 | |
| 0.0829 | 18.43 | |
| 0.8816 | 168.94 | |
| 0.4910 | 13.88 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices