Hang Seng China H-Financials Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.38% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 16.70 | |
| 0.0796 | 24.96 | |
| 0.8961 | 252.13 | |
| 0.0854 | 5.00 | |
| 1.9869 | 30.92 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices