Hong Kong Hang Seng Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:22.29% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 24.50 | |
| 0.0843 | 31.64 | |
| 0.9157 | 377.61 | |
| 0.3763 | 16.52 | |
| 1.0249 | 26.25 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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