V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 14th, 2024:58.21% (-2.41%)

Analysis last updated: Thursday, October 10, 2024 at 09:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m61
α0.02545.84
β0.8656160.48
γ0.101918.11
λ10.01644.16
λ20.04552.55
λ30.947147.67
Estimation Period:
Jan 1, 1990 to Oct 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts