Hang Seng HK 35 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.55% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 4.26 | |
| 0.1500 | 15.21 | |
| 0.9674 | 448.68 | |
| -0.0603 | -7.57 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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