Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:17.90% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0249 | 5.29 | |
| 0.8532 | 132.66 | |
| 0.1077 | 18.79 | |
| 0.0105 | 6.34 | |
| 0.0288 | 3.65 | |
| 0.9663 | 112.73 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses
Other MF2-GARCH Analyses on Equity Indices