Hong Kong Hang Seng Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:19.06% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 15.97 | |
| 0.1545 | 33.09 | |
| 0.9800 | 1,205.46 | |
| -0.0524 | -13.42 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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