Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.61% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0249 | 5.32 | |
| 0.8534 | 132.58 | |
| 0.1072 | 18.79 | |
| 0.0104 | 6.38 | |
| 0.0285 | 3.68 | |
| 0.9666 | 114.95 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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