V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 22nd, 2025:48.82% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2211 | 6.17 | |
| 0.0706 | 8.81 | |
| 0.9188 | 105.42 | |
| 0.0004 | 1.24 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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