S&P/HKEx LargeCap Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.38%
increased by 0.68%
1 Week
24.45%
increased by 0.75%
1 Month
24.74%
increased by 1.04%
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 | |
|---|---|---|
| 9.4272 | 6.47 | |
| 0.0528 | 65.80 | |
| 0.9990 | 6,986.01 | |
| 6.2713 | 13.44 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
Other GAS-GARCH Student T Analyses on Equity Indices