Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:21.60% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 19.84 | |
| 0.0417 | 13.31 | |
| 0.9026 | 385.23 | |
| 0.0761 | 13.97 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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