V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:27.46% (+0.43%)
Analysis last updated: Friday, February 3, 2023, 08:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0051 | 1.41 | |
| 0.8484 | 143.75 | |
| 0.1302 | 25.58 | |
| 0.0118 | 4.41 | |
| 0.0336 | 3.11 | |
| 0.9607 | 82.27 |
Estimation Period:
Jan 1, 1990 to Feb 3, 2023
Jan 1, 1990 to Feb 3, 2023
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