V-Lab
V-Lab
Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:19.08% (-0.43%)

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

Date Range:

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to

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graph of Hang Seng China Affliated Corp Index GJR-GARCH
paramt-stat
ω0.036216.94
α0.056920.24
β0.9085432.22
γ0.05379.56
Estimation Period:
Jan 4, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts