Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.96% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 19.88 | |
| 0.0415 | 13.32 | |
| 0.9031 | 387.10 | |
| 0.0752 | 13.88 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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