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 Tuesday, January 18th, 2022:17.89% (+0.23%)

Analysis last updated: Monday, January 17, 2022, 08:31 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0178	27.11
$α$	0.1376	50.18
$β$	0.8601	319.63
$γ$	0.1314	17.41
$δ$	0.8464	26.77

Estimation Period:
Jan 1, 1990 to Jan 14, 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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