V-Lab
Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:24.62% (+2.04%)
Analysis last updated: Tuesday, October 3, 2023 at 08:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1916 | 6.63 | |
| 0.0713 | 8.94 | |
| 0.9158 | 114.82 | |
| 0.0005 | 1.55 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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