Hang Seng Mainland 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.61% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0310 | 4.21 | |
| 0.8629 | 84.35 | |
| 0.0671 | 9.81 | |
| 0.1675 | 1.43 | |
| 0.3163 | 2.48 | |
| 0.6096 | 3.35 |
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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