Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.76% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0250 | 5.33 | |
| 0.8534 | 132.39 | |
| 0.1072 | 18.78 | |
| 0.0104 | 6.35 | |
| 0.0286 | 3.66 | |
| 0.9666 | 114.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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