Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.00%
decreased by 0.58%
1 Week
21.29%
decreased by 0.29%
1 Month
22.31%
increased by 0.73%
Analysis last updated: Tuesday, June 9, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2835 | 6.18 | |
| 0.0713 | 9.10 | |
| 0.9154 | 109.51 | |
| 0.0019 | 2.33 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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