S&P/HKEx LargeCap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.58% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0039 | 0.83 | |
| 0.8037 | 63.24 | |
| 0.1043 | 19.37 | |
| 0.0959 | 0.56 | |
| 0.2956 | 0.59 | |
| 0.6620 | 1.16 |
Estimation Period:
Jan 1, 1998 to Dec 25, 2025
Jan 1, 1998 to Dec 25, 2025
News Impact Curve
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