S&P/HKEx LargeCap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.81% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 12.93 | |
| 0.1326 | 27.10 | |
| 0.9867 | 1,294.89 | |
| -0.0410 | -9.32 |
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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