V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:19.69% (-0.75%)
Analysis last updated: Friday, December 20, 2024 at 09:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1826 | 6.65 | |
| 0.0741 | 9.07 | |
| 0.9125 | 112.22 | |
| 0.0004 | 1.44 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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