V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:18.57% (-0.07%)
Analysis last updated: Monday, October 6, 2025 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
m36
α0.02525.39
β0.8546135.07
γ0.107318.83
λ10.01016.38
λ20.02763.68
λ30.9677118.31
Estimation Period:
Jan 1, 1990 to Oct 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts