Hang Seng Mainland 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.24% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 11.79 | |
| 0.1448 | 16.96 | |
| 0.9779 | 580.00 | |
| -0.0382 | -5.24 |
Estimation Period:
Mar 8, 2010 to Feb 16, 2026
Mar 8, 2010 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices