Hang Seng Mainland 100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.97% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 6.40 | |
| 0.0697 | 20.62 | |
| 0.9082 | 207.40 | |
| 0.5072 | 10.67 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices