V-Lab
V-Lab
Hang Seng HK 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:15.33% (-5.37%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hang Seng HK 35 Index MF2-GARCH
paramt-stat
m101
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ10.738816.91
λ20.394815.91
λ30.00000.00
Estimation Period:
Mar 8, 2010 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts