V-Lab
V-Lab
Hang Seng China Affliated Corp Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.60% (-1.30%)

Analysis last updated: Friday, May 3, 2024 at 09:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China Affliated Corp Index AMEM
paramt-stat
ω0.042323.51
α0.137327.19
β0.8311272.12
γ0.03935.90
Estimation Period:
Jun 13, 1997 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts