Hong Kong Hang Seng Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
26.36%
decreased by 0.88%
1 Week
26.28%
decreased by 0.96%
1 Month
25.98%
decreased by 1.26%
Analysis last updated: Monday, March 30, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 9.89 | |
| 0.0790 | 36.88 | |
| 0.8997 | 365.15 | |
| 0.5608 | 23.52 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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