Hong Kong Hang Seng Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
20.43%
decreased by 1.18%
1 Week
20.62%
decreased by 0.99%
1 Month
21.31%
decreased by 0.30%
Analysis last updated: Tuesday, May 12, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 16.05 | |
| 0.1540 | 33.10 | |
| 0.9800 | 1,206.87 | |
| -0.0523 | -13.45 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
Other Hong Kong Hang Seng Index Analyses
Other EGARCH Analyses on Equity Indices