S&P / Hong Kong GEM Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.16% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 17.06 | |
| 0.2130 | 28.38 | |
| 0.9755 | 646.05 | |
| -0.0232 | -4.63 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices