V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:17.91% (-0.39%)
Analysis last updated: Monday, September 15, 2025 at 09:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m36
α0.02535.43
β0.8551136.42
γ0.107018.87
λ10.00986.44
λ20.02703.73
λ30.9685122.84
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts