Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:25.38% (+3.74%)
Parameter Estimates
param | t-stat | |
---|---|---|
36 | ||
0.0252 | 5.40 | |
0.8548 | 136.05 | |
0.1074 | 18.90 | |
0.0099 | 6.46 | |
0.0272 | 3.73 | |
0.9682 | 121.91 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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