HSI Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:69.16% (-0.70%)
Parameter Estimates
param | t-stat | |
---|---|---|
126 | ||
0.1350 | 25.58 | |
0.8688 | 90.35 | |
-0.1326 | -9.31 | |
3.1853 | 0.36 | |
0.0210 | 0.35 | |
0.8603 | 2.18 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
News Impact Curve
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