Hang Seng Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.23% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0297 | 5.82 | |
| 0.8785 | 190.24 | |
| 0.0896 | 17.55 | |
| 0.0561 | 2.88 | |
| 0.1595 | 3.80 | |
| 0.8085 | 14.99 |
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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