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V-Lab
V-Lab
Hong Kong Hang Seng Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:20.13% (-0.58%)
Analysis last updated: Tuesday, October 28, 2025 at 09:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index AGARCH
paramt-stat
ω0.02469.83
α0.079536.78
β0.8993362.61
γ0.561223.52
Estimation Period:
Jan 1, 1990 to Oct 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts