S&P/HKEx LargeCap Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.68% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 16.40 | |
| 0.0644 | 33.35 | |
| 0.9286 | 463.59 |
Estimation Period:
Jan 1, 1998 to Dec 25, 2025
Jan 1, 1998 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices