Hong Kong Hang Seng Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:16.33% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 9.86 | |
| 0.0793 | 36.77 | |
| 0.8994 | 362.80 | |
| 0.5597 | 23.49 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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