V-Lab
V-Lab
Hong Kong Stock Exchange Hang Seng China Enterprises Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:21.86% (+0.09%)

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 AMEM
paramt-stat
ω0.053224.39
α0.159032.83
β0.8141262.68
γ0.03074.31
Estimation Period:
Aug 5, 1994 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts