Hang Seng Mainland 25 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.66% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0194 | 5.66 | |
| 0.8456 | 107.27 | |
| 0.0814 | 18.34 | |
| 0.1519 | 1.46 | |
| 0.2889 | 1.46 | |
| 0.6517 | 2.77 |
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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