V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:18.20% (-0.23%)
Analysis last updated: Tuesday, January 21, 2025 at 09:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1821 | 6.66 | |
| 0.0741 | 9.09 | |
| 0.9124 | 112.45 | |
| 0.0004 | 1.45 |
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Jan 1, 1990 to Jan 17, 2025
News Impact Curve
Volatility Forecasts
Other Hong Kong Hang Seng Index Analyses