Hong Kong Stock Exchange Hang Seng China Enterprises Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.62% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 17.44 | |
| 0.1786 | 40.43 | |
| 0.9854 | 1,301.69 | |
| -0.0274 | -8.03 |
Estimation Period:
Jul 15, 1993 to Feb 20, 2026
Jul 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices