V-Lab
V-Lab
Hang Seng China Affliated Corp Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:21.87% (-0.61%)

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hang Seng China Affliated Corp Index MF2-GARCH
paramt-stat
m41
α0.047618.31
β0.8231117.78
γ0.096820.96
λ10.01475.33
λ20.04175.59
λ30.9536115.71
Estimation Period:
Jan 4, 1993 to May 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts