Hong Kong Stock Exchange Hang Seng China Enterprises Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.77% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0624 | 14.22 | |
| 0.7790 | 67.00 | |
| 0.0856 | 14.94 | |
| 0.0468 | 4.58 | |
| 0.0880 | 4.02 | |
| 0.8996 | 37.39 |
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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