S&P / Hong Kong GEM Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.63% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 21.17 | |
| 0.0984 | 13.86 | |
| 0.8615 | 199.57 | |
| 0.0368 | 2.60 |
Estimation Period:
Jan 1, 2001 to Dec 25, 2025
Jan 1, 2001 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices