Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:22.42% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2889 | 6.16 | |
| 0.0713 | 9.08 | |
| 0.9156 | 109.77 | |
| 0.0020 | 2.34 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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