Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.41% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 19.88 | |
| 0.0415 | 13.32 | |
| 0.9031 | 386.92 | |
| 0.0753 | 13.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses
Other GJR-GARCH Analyses on Equity Indices