V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:27.24% (-0.77%)
Analysis last updated: Thursday, November 21, 2024 at 09:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0265 | 6.20 | |
| 0.8647 | 161.57 | |
| 0.1007 | 18.44 | |
| 0.0148 | 4.54 | |
| 0.0407 | 2.76 | |
| 0.9525 | 57.96 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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