Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.36% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 19.03 | |
| 0.0648 | 21.39 | |
| 0.9015 | 417.55 | |
| 0.0477 | 8.48 |
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Jan 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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