Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.13% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 19.02 | |
| 0.0648 | 21.39 | |
| 0.9016 | 417.78 | |
| 0.0476 | 8.47 |
Estimation Period:
Jan 4, 1993 to Feb 20, 2026
Jan 4, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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