Hong Kong Stock Exchange Hang Seng China Enterprises Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.00% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 15.39 | |
| 0.0908 | 41.35 | |
| 0.8967 | 396.44 | |
| 0.3380 | 11.38 |
Estimation Period:
Jul 15, 1993 to Feb 6, 2026
Jul 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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