V-Lab
V-Lab
Hang Seng Mainland 25 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:21.89% (-0.66%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Mainland 25 Index GJR-GARCH
paramt-stat
ω0.037017.10
α0.031913.42
β0.9236474.64
γ0.060410.45
Estimation Period:
Jan 3, 2000 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts