Hang Seng Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.46% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 12.32 | |
| 0.1495 | 25.41 | |
| 0.9808 | 1,152.57 | |
| -0.0501 | -10.38 |
Estimation Period:
Jan 3, 2000 to Feb 16, 2026
Jan 3, 2000 to Feb 16, 2026
News Impact Curve
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