Hang Seng HK 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.66% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 15.67 | |
| 0.0432 | 6.67 | |
| 0.8842 | 161.30 | |
| 0.0827 | 8.50 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices