Hang Seng China Affliated Corp Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.90% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 19.63 | |
| 0.0855 | 40.90 | |
| 0.9064 | 451.62 |
Estimation Period:
Jan 4, 1993 to Feb 6, 2026
Jan 4, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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