Hong Kong Hang Seng Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.34%
increased by 0.83%
1 Week
18.51%
increased by 1.00%
1 Month
19.15%
increased by 1.64%
Analysis last updated: Saturday, May 16, 2026 at 01:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 17.01 | |
| 0.0724 | 35.03 | |
| 0.9156 | 422.51 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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