Hang Seng China Affliated Corp Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.08% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0607 | 16.20 | |
| 0.8166 | 125.80 | |
| 0.0817 | 16.60 | |
| 0.0112 | 6.20 | |
| 0.0287 | 5.86 | |
| 0.9675 | 175.56 |
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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