Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.37% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0250 | 5.32 | |
| 0.8533 | 132.15 | |
| 0.1071 | 18.77 | |
| 0.0105 | 6.34 | |
| 0.0287 | 3.66 | |
| 0.9664 | 113.53 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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