Hang Seng Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.41% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 8.93 | |
| 0.0879 | 46.97 | |
| 0.8881 | 472.16 | |
| 0.5218 | 18.00 |
Estimation Period:
Jan 3, 2000 to Feb 16, 2026
Jan 3, 2000 to Feb 16, 2026
News Impact Curve
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