S&P/HKEx LargeCap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.39% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 9.99 | |
| 0.0881 | 57.13 | |
| 0.8927 | 597.12 | |
| 0.5202 | 21.08 |
Estimation Period:
Jan 1, 1998 to Dec 25, 2025
Jan 1, 1998 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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