Hang Seng Mainland 100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.36% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 6.32 | |
| 0.0705 | 20.64 | |
| 0.9074 | 205.25 | |
| 0.5080 | 10.71 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices