Hong Kong Exchanges and Clearing Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.44% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4027 | 7.32 | |
| 0.0916 | 6.66 | |
| 0.8783 | 59.39 | |
| 0.0033 | 2.39 |
Estimation Period:
Jun 27, 2000 to Feb 13, 2026
Jun 27, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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