V-Lab
V-Lab
Hang Seng Mainland 25 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:22.35% (-0.68%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hang Seng Mainland 25 Index GJR-GARCH
paramt-stat
ω0.037017.10
α0.031913.42
β0.9236474.64
γ0.060410.45
Estimation Period:
Jan 3, 2000 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts