Hang Seng China H-Financials Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.86% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 22.28 | |
| 0.0822 | 27.98 | |
| 0.8906 | 282.65 | |
| 0.1700 | 4.55 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices