V-Lab
Hong Kong Stock Exchange Hang Seng China Enterprises Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:22.96% (-0.56%)
Analysis last updated: Tuesday, May 7, 2024 at 09:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 18.25 | |
| 0.0895 | 35.22 | |
| 0.9075 | 412.86 | |
| 0.1618 | 13.72 | |
| 1.7335 | 33.87 |
Estimation Period:
Jul 15, 1993 to May 3, 2024
Jul 15, 1993 to May 3, 2024