Hang Seng Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.55% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 12.28 | |
| 0.1504 | 25.45 | |
| 0.9808 | 1,145.75 | |
| -0.0504 | -10.42 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices