Hang Seng China H-Financials Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.69% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 20.89 | |
| 0.1672 | 27.76 | |
| 0.9788 | 926.03 | |
| -0.0115 | -1.98 |
Estimation Period:
Mar 5, 2004 to Feb 16, 2026
Mar 5, 2004 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices