Hang Seng China Affliated Corp Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.92% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 19.58 | |
| 0.0853 | 40.93 | |
| 0.9067 | 453.11 |
Estimation Period:
Jan 4, 1993 to Feb 20, 2026
Jan 4, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices