V-Lab
V-Lab
Hang Seng China H-Financials Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.81% (-0.72%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China H-Financials Index AGARCH
paramt-stat
ω0.066119.62
α0.079629.73
β0.8959306.19
γ0.21946.07
Estimation Period:
Mar 5, 2004 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts