V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:21.73% (+0.01%)
Analysis last updated: Tuesday, July 15, 2025 at 09:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m36
α0.02575.54
β0.8562142.47
γ0.106719.21
λ10.00846.73
λ20.02414.07
λ30.9721150.99
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts