Hong Kong Hang Seng Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.35% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 24.38 | |
| 0.0842 | 31.65 | |
| 0.9158 | 378.75 | |
| 0.3752 | 16.51 | |
| 1.0299 | 26.44 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses
Other APARCH Analyses on Equity Indices