Hong Kong Hang Seng Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.59% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 24.42 | |
| 0.0839 | 31.67 | |
| 0.9161 | 380.28 | |
| 0.3734 | 16.46 | |
| 1.0302 | 26.43 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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