V-Lab
V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 7th, 2025:38.78% (-1.60%)
Analysis last updated: Tuesday, May 6, 2025 at 10:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index MF2-GARCH
paramt-stat
m36
α0.02435.07
β0.8550135.19
γ0.107318.78
λ10.00856.18
λ20.02733.83
λ30.9691127.21
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts