Hang Seng China H-Financials Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.82% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 16.71 | |
| 0.0790 | 24.97 | |
| 0.8964 | 253.02 | |
| 0.0855 | 5.02 | |
| 1.9962 | 31.05 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices