V-Lab
V-Lab
Hang Seng China Affliated Corp Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.09% (-0.30%)

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

Date Range:

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to

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graph of Hang Seng China Affliated Corp Index MF2-GARCH
paramt-stat
m41
α0.047518.31
β0.8244118.77
γ0.096320.90
λ10.01455.38
λ20.04135.62
λ30.9540117.36
Estimation Period:
Jan 4, 1993 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts