Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.45% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 19.90 | |
| 0.0415 | 13.32 | |
| 0.9031 | 387.25 | |
| 0.0753 | 13.89 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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