V-Lab
V-Lab
Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:24.27% (+1.12%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH
paramt-stat
ω0.039119.32
α0.082939.12
β0.9095438.51
Estimation Period:
Jul 15, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts