V-Lab
V-Lab
Hang Seng China Affliated Corp Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:23.40% (-0.29%)

Analysis last updated: Thursday, May 16, 2024 at 09:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng China Affliated Corp Index GAS-GARCH-T
paramt-stat
ω3.77265.98
α0.069938.48
β0.9931929.82
ν76.49
Estimation Period:
Jan 4, 1993 to May 14, 2024