Hang Seng Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.81% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 8.77 | |
| 0.0884 | 46.91 | |
| 0.8877 | 469.42 | |
| 0.5235 | 18.02 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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