Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
19.72%
decreased by 0.22%
1 Week
19.78%
decreased by 0.16%
1 Month
20.01%
increased by 0.07%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 1.1921 | 6.35 | |
| 0.0715 | 9.05 | |
| 0.9167 | 106.42 | |
| 0.0003 | 1.24 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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