V-Lab
V-Lab
Hong Kong Hang Seng Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:23.47% (-1.77%)
Analysis last updated: Friday, May 9, 2025 at 09:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index APMEM
paramt-stat
ω0.019228.64
α0.145252.50
β0.8521315.26
γ0.127517.89
δ0.845328.34
Estimation Period:
Jan 1, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts