V-Lab
V-Lab
Hang Seng China Affliated Corp Index APARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.02% (-0.94%)

Analysis last updated: Friday, April 19, 2024 at 09:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China Affliated Corp Index APARCH
paramt-stat
ω0.033419.41
α0.089335.89
β0.9107401.89
γ0.206813.36
δ1.501532.89
Estimation Period:
Jan 4, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts