Hang Seng China H-Financials Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.45% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 21.18 | |
| 0.0775 | 25.84 | |
| 0.8997 | 272.89 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices