S&P / Hong Kong GEM Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.49%
decreased by 1.49%
1 Week
22.54%
decreased by 1.44%
1 Month
22.73%
decreased by 1.25%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5435 | 4.51 | |
| 0.0749 | 45.60 | |
| 0.9917 | 584.37 | |
| 4.7674 | 12.66 |
Estimation Period:
Jan 1, 2001 to Apr 30, 2026
Jan 1, 2001 to Apr 30, 2026
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