Hang Seng China Affliated Corp Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.70% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 13.99 | |
| 0.0883 | 40.23 | |
| 0.9004 | 419.20 | |
| 0.3292 | 10.52 |
Estimation Period:
Jan 4, 1993 to Feb 20, 2026
Jan 4, 1993 to Feb 20, 2026
News Impact Curve
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