V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:32.97% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2142 | 6.20 | |
| 0.0705 | 8.80 | |
| 0.9186 | 104.98 | |
| 0.0004 | 1.24 |
Estimation Period:
Jan 1, 1990 to May 2, 2025
Jan 1, 1990 to May 2, 2025
News Impact Curve
Volatility Forecasts
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