Hong Kong Hang Seng Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.12% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 16.97 | |
| 0.0723 | 34.86 | |
| 0.9158 | 422.41 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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