V-Lab
V-Lab
Hang Seng Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.48% (+0.38%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Composite Index AGARCH
paramt-stat
ω0.02017.08
α0.081551.30
β0.8916524.15
γ0.591920.00
Estimation Period:
Jan 3, 2000 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts