V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:31.93% (+2.01%)
Analysis last updated: Thursday, March 6, 2025 at 09:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1853 | 6.63 | |
| 0.0746 | 9.16 | |
| 0.9121 | 112.66 | |
| 0.0004 | 1.40 |
Estimation Period:
Jan 1, 1990 to Feb 28, 2025
Jan 1, 1990 to Feb 28, 2025
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