Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:17.85% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 19.84 | |
| 0.0416 | 13.30 | |
| 0.9027 | 385.26 | |
| 0.0761 | 13.97 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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