V-Lab
V-Lab
Hang Seng China Affliated Corp Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.96% (+0.38%)

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 EGARCH
paramt-stat
ω0.021117.11
α0.177542.54
β0.98621367.77
γ-0.0391-10.45
Estimation Period:
Jan 4, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts