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V-Lab

Hang Seng Bank Ltd 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 SGARCH
paramt-stat
ω0.86914.13
α0.10788.67
β0.865167.73
γ1-0.0656-1.67
γ20.10211.86
γ3-0.1320-3.85
γ40.21235.65
γ5-0.1734-4.12
γ60.09001.78
γ7-0.0398-0.77
γ80.00480.06
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts