Hang Seng Mainland 25 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.81% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 14.34 | |
| 0.0800 | 46.51 | |
| 0.8981 | 507.42 | |
| 0.4680 | 13.41 |
Estimation Period:
Jan 3, 2000 to Feb 16, 2026
Jan 3, 2000 to Feb 16, 2026
News Impact Curve
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