Hong Kong Exch & Clearing MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1298 | 5.26 | |
| 0.9272 | 52.92 | |
| -0.1298 | -7.50 | |
| 1.7950 | 0.12 | |
| 0.2876 | 0.12 | |
| 0.3763 | 0.07 |
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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