Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:15.42% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0247 | 5.22 | |
| 0.8521 | 130.53 | |
| 0.1082 | 18.76 | |
| 0.0110 | 6.21 | |
| 0.0300 | 3.57 | |
| 0.9648 | 105.45 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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