S&P/HKEx LargeCap Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.41% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 23.47 | |
| 0.1284 | 27.54 | |
| 0.8353 | 263.26 | |
| 0.0408 | 5.59 |
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