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, December 20th, 2024:81.53% (-2.79%)

Analysis last updated: Friday, December 20, 2024 at 09:21 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