Hong Kong Stock Exchange Hang Seng China Enterprises Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.07% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0624 | 14.23 | |
| 0.7788 | 66.99 | |
| 0.0855 | 14.93 | |
| 0.0466 | 4.58 | |
| 0.0878 | 4.03 | |
| 0.8998 | 37.55 |
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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