Hang Seng China Affliated Corp Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.47% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0607 | 16.23 | |
| 0.8171 | 125.90 | |
| 0.0817 | 16.60 | |
| 0.0112 | 6.25 | |
| 0.0286 | 5.84 | |
| 0.9677 | 176.10 |
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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