Hang Seng Mainland 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.48% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 11.80 | |
| 0.1461 | 16.99 | |
| 0.9777 | 575.48 | |
| -0.0386 | -5.29 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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