S&P / Hong Kong GEM Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.84% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 16.34 | |
| 0.1181 | 25.59 | |
| 0.8603 | 201.90 | |
| 0.2289 | 5.69 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices