Hang Seng Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.77% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 18.86 | |
| 0.0432 | 10.11 | |
| 0.9074 | 342.53 | |
| 0.0684 | 10.20 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices