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V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:20.96% (+1.30%)
Analysis last updated: Tuesday, December 16, 2025 at 09:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m36
α0.02495.30
β0.8532132.73
γ0.107718.80
λ10.01056.35
λ20.02883.65
λ30.9663112.70
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts