V-Lab
V-Lab
Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.61% (-0.38%)

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

Date Range:

from

to

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1Y ·

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10Y ·

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graph of Hang Seng China Affliated Corp Index GJR-GARCH
paramt-stat
ω0.036216.94
α0.056920.23
β0.9086432.44
γ0.05379.57
Estimation Period:
Jan 4, 1993 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts