V-Lab
V-Lab
Hang Seng Mainland 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.16% (+0.20%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hang Seng Mainland 100 Index EGARCH
paramt-stat
ω0.01846.01
α0.119020.90
β0.9750576.90
γ-0.0635-11.76
Estimation Period:
Mar 8, 2010 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts