V-Lab
V-Lab
S&P / Hong Kong GEM Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.67% (+0.68%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P / Hong Kong GEM Index MF2-GARCH
paramt-stat
m21
α0.03154.49
β0.566029.33
γ0.14809.79
λ10.38560.64
λ20.82320.67
λ30.00000.00
Estimation Period:
Jan 1, 2001 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts