HSI Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:95.72% (-3.40%)
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
Volatility Forecasts
- Other HSI Volatility Index Analyses
- Other MF2-GARCH Analyses on Volatility Indices