Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
22.31%
increased by 0.08%
1 Week
22.33%
increased by 0.10%
1 Month
22.40%
increased by 0.17%
Analysis last updated: Wednesday, April 22, 2026 at 09:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1989 | 5.92 | |
| 0.0557 | 39.18 | |
| 0.9925 | 733.54 | |
| 6.9805 | 5.96 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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