Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:21.66% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0250 | 5.34 | |
| 0.8542 | 134.90 | |
| 0.1076 | 18.88 | |
| 0.0102 | 6.46 | |
| 0.0278 | 3.72 | |
| 0.9675 | 118.78 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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