Hang Seng Mainland 100 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.63% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 10.24 | |
| 0.0674 | 20.48 | |
| 0.9185 | 207.85 |
Estimation Period:
Mar 8, 2010 to Dec 31, 2025
Mar 8, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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