V-Lab
V-Lab
Hang Seng China Affliated Corp Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:21.90% (+1.00%)

Analysis last updated: Thursday, May 2, 2024 at 09:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hang Seng China Affliated Corp Index AMEM
paramt-stat
ω0.042323.51
α0.137427.17
β0.8310271.83
γ0.03935.90
Estimation Period:
Jun 13, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts