V-Lab
V-Lab
Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:26.39% (+0.15%)

Analysis last updated: Friday, May 3, 2024 at 09:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH
paramt-stat
ω0.039119.33
α0.082939.12
β0.9096439.19
Estimation Period:
Jul 15, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts