Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
19.94%
decreased by 0.32%
1 Week
20.11%
decreased by 0.15%
1 Month
20.69%
increased by 0.43%
Analysis last updated: Wednesday, June 17, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 19.96 | |
| 0.0413 | 13.26 | |
| 0.9028 | 386.82 | |
| 0.0758 | 14.01 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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