Hang Seng China H-Financials Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.05% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 20.83 | |
| 0.1681 | 27.79 | |
| 0.9786 | 916.32 | |
| -0.0115 | -1.98 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices