Hong Kong Stock Exchange Hang Seng China Enterprises Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.05% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 18.21 | |
| 0.0903 | 37.16 | |
| 0.9085 | 386.91 | |
| 0.1425 | 11.55 | |
| 1.6773 | 41.11 |
Estimation Period:
Jul 15, 1993 to Feb 16, 2026
Jul 15, 1993 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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