V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:24.00% (-0.57%)
Analysis last updated: Friday, December 20, 2024 at 09:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0277 | 6.67 | |
| 0.8651 | 164.15 | |
| 0.0994 | 18.69 | |
| 0.0137 | 4.97 | |
| 0.0367 | 2.98 | |
| 0.9569 | 69.50 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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