Hong Kong Stock Exchange Hang Seng China Enterprises Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.08% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 18.65 | |
| 0.0634 | 21.17 | |
| 0.9057 | 404.50 | |
| 0.0442 | 7.15 |
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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