V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:22.72% (-0.93%)
Analysis last updated: Friday, July 26, 2024 at 09:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0046 | 1.33 | |
| 0.8521 | 147.09 | |
| 0.1271 | 25.78 | |
| 0.0119 | 4.58 | |
| 0.0330 | 3.16 | |
| 0.9612 | 85.37 |
Estimation Period:
Jan 1, 1990 to Jul 26, 2024
Jan 1, 1990 to Jul 26, 2024
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