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Hang Seng Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 15, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Bank Ltd S0GARCH
paramt-stat
ω0.87594.15
α0.10889.11
β0.863969.51
γ1-0.0591-1.50
γ20.09011.64
γ3-0.1219-3.56
γ40.20365.44
γ5-0.1649-3.95
γ60.08091.63
γ7-0.0284-0.57
γ8-0.0177-0.49
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts