Hang Seng Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.33% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 22.79 | |
| 0.0807 | 22.95 | |
| 0.9174 | 313.12 | |
| 0.3252 | 10.56 | |
| 1.2714 | 33.93 |
Estimation Period:
Jan 3, 2000 to Feb 16, 2026
Jan 3, 2000 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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