Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
21.33%
increased by 0.25%
1 Week
21.36%
increased by 0.28%
1 Month
21.49%
increased by 0.41%
Analysis last updated: Thursday, April 30, 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 | |
|---|---|---|
| 2.1911 | 5.94 | |
| 0.0557 | 39.12 | |
| 0.9924 | 730.27 | |
| 6.9882 | 5.93 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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