V-Lab
Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.20% (-0.47%)
Analysis last updated: Monday, April 29, 2024 at 09:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0046 | 1.31 | |
| 0.8509 | 146.30 | |
| 0.1283 | 25.84 | |
| 0.0120 | 4.58 | |
| 0.0334 | 3.16 | |
| 0.9608 | 84.43 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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