Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.72% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1945 | 6.34 | |
| 0.0713 | 8.99 | |
| 0.9170 | 106.26 | |
| 0.0004 | 1.26 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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