Hang Seng HK 35 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.03% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 7.98 | |
| 0.0818 | 18.06 | |
| 0.8834 | 169.59 | |
| 0.5026 | 13.71 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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