Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:17.97% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 19.84 | |
| 0.0415 | 13.28 | |
| 0.9029 | 386.03 | |
| 0.0757 | 13.94 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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