Hong Kong Stock Exchange Hang Seng China Enterprises Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.97% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 18.22 | |
| 0.0904 | 37.16 | |
| 0.9084 | 386.38 | |
| 0.1426 | 11.57 | |
| 1.6782 | 41.12 |
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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