Hong Kong Hang Seng Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
25.90%
decreased by 0.47%
1 Week
25.90%
decreased by 0.47%
1 Month
25.90%
decreased by 0.47%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 0.0195 | 16.10 | |
| 0.1538 | 33.11 | |
| 0.9801 | 1,211.48 | |
| -0.0521 | -13.42 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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