V-Lab: Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis

V-Lab

Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:22.13% (-0.43%)

Analysis last updated: Friday, July 11, 2025 at 09:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0257	5.54
$β$	0.8562	142.47
$γ$	0.1067	19.21
$λ_{1}$	0.0084	6.73
$λ_{2}$	0.0241	4.07
$λ_{3}$	0.9721	150.99

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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