Hong Kong Stock Exchange Hang Seng China Enterprises Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.10% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 17.46 | |
| 0.1788 | 40.43 | |
| 0.9853 | 1,298.20 | |
| -0.0275 | -8.04 |
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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