Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.41%
decreased by 0.12%
1 Week
18.50%
decreased by 0.03%
1 Month
18.82%
increased by 0.29%
Analysis last updated: Saturday, May 23, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1810 | 5.97 | |
| 0.0558 | 39.18 | |
| 0.9924 | 727.02 | |
| 7.0053 | 5.91 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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