V-Lab
V-Lab
Hang Seng Mainland 25 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:21.64% (-0.19%)

Analysis last updated: Friday, May 10, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Mainland 25 Index MF2-GARCH
paramt-stat
m41
α0.00331.88
β0.8497119.00
γ0.104128.03
λ10.14990.80
λ20.27500.75
λ30.66271.50
Estimation Period:
Jan 3, 2000 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts