Hong Kong Stock Exchange Hang Seng China Enterprises Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.33% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 18.67 | |
| 0.0634 | 21.18 | |
| 0.9056 | 403.91 | |
| 0.0443 | 7.16 |
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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