V-Lab
V-Lab
S&P/HKEx LargeCap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:19.16% (-0.02%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P/HKEx LargeCap Index EGARCH
paramt-stat
ω0.01509.05
α0.122131.86
β0.98581197.76
γ-0.0539-16.02
Estimation Period:
Jan 1, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts