V-Lab
V-Lab
Hang Seng China Affliated Corp Index GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:20.05% (+1.00%)

Analysis last updated: Wednesday, April 24, 2024 at 09:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hang Seng China Affliated Corp Index GARCH
paramt-stat
ω0.030319.18
α0.082241.58
β0.9118468.09
Estimation Period:
Jan 4, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts