Hong Kong Exchanges and Clearing Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.56% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 16.80 | |
| 0.1991 | 20.78 | |
| 0.9685 | 443.04 | |
| -0.0072 | -1.28 |
Estimation Period:
Jun 27, 2000 to Feb 16, 2026
Jun 27, 2000 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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