V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:23.86% (-0.56%)
Analysis last updated: Friday, June 2, 2023 at 08:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0052 | 1.45 | |
| 0.8488 | 144.21 | |
| 0.1299 | 25.52 | |
| 0.0122 | 4.53 | |
| 0.0337 | 3.11 | |
| 0.9603 | 81.45 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
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