Hang Seng Bank Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0893 | 3.87 | |
| 0.0864 | 1.63 | |
| 0.0000 | 0.00 | |
| 18.6008 | 1.51 | |
| -33.9003 | -1.72 | |
| 27.2031 | 2.01 | |
| -26.4294 | -2.17 | |
| 33.0454 | 2.57 | |
| -37.1169 | -2.13 | |
| 46.6337 | 1.80 | |
| -116.2483 | -2.49 |
Estimation Period:
Jul 26, 2023 to Jan 9, 2026
Jul 26, 2023 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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