Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:19.51% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2920 | 6.13 | |
| 0.0716 | 9.08 | |
| 0.9152 | 109.58 | |
| 0.0021 | 2.28 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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