V-Lab
V-Lab
Hang Seng Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:17.62% (-0.52%)

Analysis last updated: Friday, April 12, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Composite Index GJR-GARCH
paramt-stat
ω0.028817.28
α0.02369.79
β0.9184417.86
γ0.081315.68
Estimation Period:
Jan 3, 2000 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts