V-Lab: HSI Volatility Index MF2-GARCH Volatility Analysis

V-Lab

HSI Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:76.91% (-1.85%)

Analysis last updated: Friday, May 30, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1350	25.58
$β$	0.8688	90.35
$γ$	-0.1326	-9.31
$λ_{1}$	3.1853	0.36
$λ_{2}$	0.0210	0.35
$λ_{3}$	0.8603	2.18

Estimation Period:
Jul 16, 2010 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts