Hang Seng Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.05% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 17.07 | |
| 0.0733 | 32.94 | |
| 0.9176 | 378.71 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices