Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:18.67% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1962 | 6.33 | |
| 0.0715 | 8.98 | |
| 0.9168 | 105.91 | |
| 0.0004 | 1.26 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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