S&P / Hong Kong GEM Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.51%
decreased by 0.77%
1 Week
22.63%
decreased by 0.65%
1 Month
23.04%
decreased by 0.24%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 21.32 | |
| 0.0979 | 13.89 | |
| 0.8617 | 200.96 | |
| 0.0366 | 2.61 |
Estimation Period:
Jan 1, 2001 to Apr 30, 2026
Jan 1, 2001 to Apr 30, 2026
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