Hong Kong Hang Seng Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:17.23% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 16.92 | |
| 0.0724 | 34.83 | |
| 0.9157 | 421.59 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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