S&P / Hong Kong GEM Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.98% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 24.53 | |
| 0.2464 | 33.52 | |
| 0.7649 | 195.93 | |
| -0.0390 | -3.97 |
Estimation Period:
Apr 14, 2003 to Dec 25, 2025
Apr 14, 2003 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices