S&P/HKEx LargeCap Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.05%
increased by 0.24%
1 Week
23.09%
increased by 0.28%
1 Month
23.25%
increased by 0.44%
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 | |
|---|---|---|
| 0.0238 | 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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