V-Lab
V-Lab
Hang Seng China Affliated Corp Index MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:23.23% (+1.17%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China Affliated Corp Index MEM
paramt-stat
ω0.04196.60
α0.165545.70
β0.8250284.49
Estimation Period:
Jun 13, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts