Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:19.36% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 19.84 | |
| 0.0415 | 13.28 | |
| 0.9028 | 385.64 | |
| 0.0759 | 13.96 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses
Other GJR-GARCH Analyses on Equity Indices