V-Lab
V-Lab
S&P/HKEx LargeCap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.02% (+0.35%)

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/HKEx LargeCap Index GJR-GARCH
paramt-stat
ω0.023916.80
α0.024411.48
β0.9286508.25
γ0.071714.50
Estimation Period:
Jan 1, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts