Hang Seng Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.05% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0298 | 5.84 | |
| 0.8783 | 189.61 | |
| 0.0900 | 17.62 | |
| 0.0575 | 2.82 | |
| 0.1623 | 3.69 | |
| 0.8049 | 14.25 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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