V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:24.92% (-0.91%)
Analysis last updated: Thursday, November 21, 2024 at 09:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1878 | 6.61 | |
| 0.0736 | 9.02 | |
| 0.9134 | 112.00 | |
| 0.0004 | 1.43 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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