Hang Seng China H-Financials Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.97% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0650 | 14.54 | |
| 0.8578 | 166.65 | |
| 0.0365 | 6.03 | |
| 0.2118 | 2.33 | |
| 0.2365 | 2.62 | |
| 0.6882 | 5.54 |
Estimation Period:
Mar 5, 2004 to Dec 31, 2025
Mar 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices