V-Lab
V-Lab
Hang Seng China Affliated Corp Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:18.67% (-0.80%)

Analysis last updated: Tuesday, April 23, 2024 at 09:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hang Seng China Affliated Corp Index AMEM
paramt-stat
ω0.042323.47
α0.137127.10
β0.8310271.50
γ0.03965.95
Estimation Period:
Jun 13, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts