V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:27.11% (-0.95%)
Analysis last updated: Friday, March 24, 2023, 08:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1955 | 6.63 | |
| 0.0717 | 8.89 | |
| 0.9155 | 113.54 | |
| 0.0005 | 1.56 |
Estimation Period:
Jan 1, 1990 to Mar 24, 2023
Jan 1, 1990 to Mar 24, 2023
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