Hong Kong Exch & Clearing Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.70% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9185 | 2.46 | |
| 0.1414 | 2.64 | |
| 0.7216 | 9.94 | |
| -2.1550 | -0.64 | |
| 5.3232 | 1.01 | |
| -7.4619 | -1.75 | |
| 6.5689 | 2.16 |
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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