Hang Seng Mainland 25 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.50% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 17.17 | |
| 0.0647 | 29.93 | |
| 0.9245 | 378.59 |
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