Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:23.42% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2984 | 6.13 | |
| 0.0718 | 9.10 | |
| 0.9150 | 109.63 | |
| 0.0022 | 2.35 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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