V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 6th, 2022:26.09% (-0.43%)
Analysis last updated: Wednesday, October 5, 2022, 08:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0037 | 0.98 | |
| 0.8405 | 133.77 | |
| 0.1328 | 25.80 | |
| 0.0128 | 4.04 | |
| 0.0358 | 2.96 | |
| 0.9578 | 72.66 |
Estimation Period:
Jan 1, 1990 to Oct 3, 2022
Jan 1, 1990 to Oct 3, 2022
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses