Hang Seng HK 35 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.24% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 4.08 | |
| 0.1487 | 14.76 | |
| 0.9678 | 447.85 | |
| -0.0605 | -7.57 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices