Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.42% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2879 | 6.14 | |
| 0.0713 | 9.07 | |
| 0.9156 | 109.71 | |
| 0.0020 | 2.29 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses
Other Spline-GARCH Analyses on Equity Indices