Hang Seng Mainland 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.29% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 11.36 | |
| 0.0479 | 8.25 | |
| 0.9096 | 208.38 | |
| 0.0482 | 5.08 |
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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