V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:28.70% (-0.04%)

Analysis last updated: Thursday, March 6, 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
m106
α0.02257.33
β0.8754257.40
γ0.095425.83
λ10.14921.94
λ20.38631.88
λ30.54342.24
Estimation Period:
Jan 1, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts