V-Lab
V-Lab
Hang Seng Mainland 25 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:23.50% (-0.50%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Mainland 25 Index EGARCH
paramt-stat
ω0.018811.63
α0.133035.68
β0.98481226.37
γ-0.0447-12.56
Estimation Period:
Jan 3, 2000 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts