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V-Lab
V-Lab
Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.03% (+2.18%)
Analysis last updated: Friday, November 14, 2025 at 09:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index GJR-GARCH
paramt-stat
ω0.041619.85
α0.041613.29
β0.9027385.27
γ0.076013.97
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts