S&P / Hong Kong GEM Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.46% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0535 | 16.91 | |
| 0.1151 | 24.91 | |
| 0.8657 | 202.78 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices