Hang Seng China H-Financials Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.38% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0647 | 14.53 | |
| 0.8582 | 167.26 | |
| 0.0363 | 6.01 | |
| 0.2094 | 2.33 | |
| 0.2342 | 2.62 | |
| 0.6912 | 5.62 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices