V-Lab: Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis

V-Lab

Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:26.81% (-0.66%)

Analysis last updated: Friday, June 20, 2025 at 09:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0254	5.44
$β$	0.8553	141.86
$γ$	0.1073	19.26
$λ_{1}$	0.0081	6.63
$λ_{2}$	0.0241	4.12
$λ_{3}$	0.9723	153.58

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hong Kong Hang Seng Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T