V-Lab
V-Lab
Hang Seng China Affliated Corp Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.28% (-0.46%)

Analysis last updated: Friday, May 3, 2024 at 09:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China Affliated Corp Index AGARCH
paramt-stat
ω0.029911.12
α0.084840.77
β0.9059433.26
γ0.355610.97
Estimation Period:
Jan 4, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts