V-Lab: Hong Kong Hang Seng Index Asy. Power MEM Volatility Analysis

V-Lab

Hong Kong Hang Seng Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 4th, 2022:29.76% (+0.17%)

Analysis last updated: Thursday, June 30, 2022, 08:46 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0182	27.63
$α$	0.1399	50.97
$β$	0.8578	318.87
$γ$	0.1378	18.41
$δ$	0.8423	27.15

Estimation Period:
Jan 1, 1990 to Jun 30, 2022

News Impact Curve

Volatility Forecasts

Other Hong Kong Hang Seng Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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