S&P / Hong Kong GEM Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.05% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 16.54 | |
| 0.1182 | 25.63 | |
| 0.8818 | 191.41 | |
| 0.1083 | 4.69 | |
| 1.4034 | 26.23 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices