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V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:19.49% (+0.15%)
Analysis last updated: Thursday, November 6, 2025 at 09:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m36
α0.02515.35
β0.8540134.53
γ0.107618.86
λ10.01026.42
λ20.02793.70
λ30.9674117.86
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts