V-Lab
V-Lab
Hang Seng China Affliated Corp Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:18.90% (-0.29%)

Analysis last updated: Thursday, April 25, 2024 at 09:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China Affliated Corp Index AGARCH
paramt-stat
ω0.030011.13
α0.084840.78
β0.9059433.25
γ0.354710.92
Estimation Period:
Jan 4, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts