V-Lab
V-Lab
Hang Seng China H-Financials Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:22.95% (+0.40%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China H-Financials Index AMEM
paramt-stat
ω0.060920.85
α0.146222.76
β0.8254233.71
γ0.02112.15
Estimation Period:
Nov 27, 2006 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts