Hang Seng Mainland 25 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.47% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0174 | 4.57 | |
| 0.8252 | 91.61 | |
| 0.0868 | 17.70 | |
| 0.1463 | 1.22 | |
| 0.2739 | 1.38 | |
| 0.6695 | 2.77 |
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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