V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:23.15% (+1.12%)
Analysis last updated: Wednesday, April 24, 2024 at 09:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1902 | 6.60 | |
| 0.0707 | 9.00 | |
| 0.9167 | 116.75 | |
| 0.0005 | 1.51 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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