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

V-Lab

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V-Lab

HSI Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 17th, 2025:65.61% (-1.10%)

Analysis last updated: Saturday, January 18, 2025 at 08:15 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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts