V-Lab
V-Lab
Hong Kong Stock Exchange Hang Seng China Enterprises Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.75% (+2.08%)

Analysis last updated: Thursday, May 2, 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 GAS-GARCH-T
paramt-stat
ω5.43475.43
α0.069246.43
β0.99461036.03
ν77.38
Estimation Period:
Jul 15, 1993 to Apr 30, 2024