Hang Seng Mainland 25 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.29% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 16.47 | |
| 0.0438 | 12.39 | |
| 0.9197 | 386.60 | |
| 0.0459 | 6.56 |
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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