S&P/HKEx LargeCap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.18% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 17.39 | |
| 0.0400 | 11.99 | |
| 0.9231 | 430.15 | |
| 0.0549 | 9.45 |
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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