Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.51% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 19.04 | |
| 0.0650 | 21.41 | |
| 0.9013 | 416.69 | |
| 0.0478 | 8.48 |
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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