Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.62% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1990 | 6.32 | |
| 0.0717 | 8.97 | |
| 0.9166 | 105.53 | |
| 0.0004 | 1.28 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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