Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
25.07%
decreased by 0.76%
1 Week
25.05%
decreased by 0.78%
1 Month
24.96%
decreased by 0.87%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 2.2032 | 5.92 | |
| 0.0557 | 39.24 | |
| 0.9925 | 735.18 | |
| 6.9806 | 5.97 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
Other Hong Kong Hang Seng Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices