Hong Kong Stock Exchange Hang Seng China Enterprises Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.17% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 15.38 | |
| 0.0907 | 41.37 | |
| 0.8968 | 396.83 | |
| 0.3375 | 11.37 |
Estimation Period:
Jul 15, 1993 to Feb 20, 2026
Jul 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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