Hong Kong Exch & Clearing EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.76% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 4.42 | |
| 0.1893 | 9.99 | |
| 0.9705 | 120.34 | |
| 0.0603 | 3.78 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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