Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.46% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2881 | 6.14 | |
| 0.0713 | 9.07 | |
| 0.9156 | 109.73 | |
| 0.0020 | 2.30 |
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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