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V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:25.38% (+3.74%)
Analysis last updated: Friday, October 17, 2025 at 09:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m36
α0.02525.40
β0.8548136.05
γ0.107418.90
λ10.00996.46
λ20.02723.73
λ30.9682121.91
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts