V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:17.95% (-0.40%)
Analysis last updated: Saturday, October 23, 2021, 05:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0033 | 0.93 | |
| 0.8477 | 129.34 | |
| 0.1212 | 24.00 | |
| 0.0142 | 3.68 | |
| 0.0421 | 2.80 | |
| 0.9504 | 58.26 |
Estimation Period:
Jan 2, 1990 to Oct 22, 2021
Jan 2, 1990 to Oct 22, 2021
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