V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:39.60% (-1.68%)
Analysis last updated: Friday, October 25, 2024 at 09:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1939 | 6.58 | |
| 0.0734 | 9.02 | |
| 0.9139 | 112.33 | |
| 0.0004 | 1.43 |
Estimation Period:
Jan 1, 1990 to Oct 25, 2024
Jan 1, 1990 to Oct 25, 2024
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