Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.50% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1943 | 6.33 | |
| 0.0714 | 9.02 | |
| 0.9169 | 106.25 | |
| 0.0004 | 1.25 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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