V-Lab
V-Lab
Hang Seng China H-Financials Index MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:25.64% (+4.08%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China H-Financials Index MEM
paramt-stat
ω0.05996.36
α0.156433.33
β0.8264233.85
Estimation Period:
Nov 27, 2006 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts