S&P/HKEx LargeCap Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.17% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 19.03 | |
| 0.0705 | 26.71 | |
| 0.9286 | 396.17 | |
| 0.2639 | 10.80 | |
| 1.5111 | 35.33 |
Estimation Period:
Jan 1, 1998 to Dec 25, 2025
Jan 1, 1998 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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