Hong Kong Hang Seng Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:21.54% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 15.98 | |
| 0.1547 | 33.07 | |
| 0.9800 | 1,205.44 | |
| -0.0525 | -13.41 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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