Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:24.32% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 19.21 | |
| 0.0806 | 37.57 | |
| 0.9119 | 409.09 |
Estimation Period:
Jul 15, 1993 to Feb 27, 2026
Jul 15, 1993 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices