Hang Seng China H-Financials Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.82% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 20.73 | |
| 0.0660 | 12.90 | |
| 0.8964 | 265.91 | |
| 0.0270 | 2.95 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices