S&P/HKEx LargeCap Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.19%
increased by 0.68%
1 Week
24.21%
increased by 0.70%
1 Month
24.29%
increased by 0.78%
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 | |
|---|---|---|
| 0.0238 | 17.48 | |
| 0.0395 | 11.92 | |
| 0.9238 | 435.53 | |
| 0.0548 | 9.49 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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