Hang Seng HK 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.43% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 15.83 | |
| 0.0437 | 6.79 | |
| 0.8829 | 161.44 | |
| 0.0834 | 8.49 |
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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