Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.67% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 19.17 | |
| 0.0806 | 37.55 | |
| 0.9119 | 408.91 |
Estimation Period:
Jul 15, 1993 to Feb 6, 2026
Jul 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices