S&P / Hong Kong GEM Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.26% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1135 | 15.27 | |
| 0.8183 | 153.46 | |
| 0.0441 | 5.14 | |
| 0.0030 | 3.61 | |
| 0.0092 | 6.18 | |
| 0.9896 | 491.36 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices