V-Lab
V-Lab
Hang Seng China H-Financials Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:24.59% (+1.24%)

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 EGARCH
paramt-stat
ω0.026317.19
α0.157930.82
β0.9804939.06
γ-0.0209-3.93
Estimation Period:
Mar 5, 2004 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts