V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:17.66% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1992 | 6.31 | |
| 0.0718 | 8.97 | |
| 0.9165 | 105.34 | |
| 0.0004 | 1.27 |
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Jan 1, 1990 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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