Hong Kong Exch & Clearing GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.13% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 3.43 | |
| 0.1093 | 4.35 | |
| 0.9003 | 50.40 | |
| -0.0797 | -3.28 |
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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