Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:19.47% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1948 | 6.33 | |
| 0.0714 | 8.98 | |
| 0.9169 | 106.09 | |
| 0.0004 | 1.26 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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