Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
21.83%
increased by 0.17%
1 Week
21.86%
increased by 0.20%
1 Month
21.95%
increased by 0.29%
Analysis last updated: Friday, July 3, 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 | |
|---|---|---|
| 2.1869 | 6.04 | |
| 0.0558 | 39.34 | |
| 0.9924 | 737.30 | |
| 7.0485 | 5.91 |
Estimation Period:
Jan 1, 1990 to Jul 3, 2026
Jan 1, 1990 to Jul 3, 2026
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