V-Lab
V-Lab
S&P / Hong Kong GEM Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:16.34% (-0.19%)

Analysis last updated: Saturday, May 18, 2024 at 02:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P / Hong Kong GEM Index EGARCH
paramt-stat
ω0.025414.63
α0.212038.19
β0.9777661.94
γ-0.0310-7.06
Estimation Period:
Jan 1, 2001 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts