Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.02%
increased by 1.23%
1 Week
21.06%
increased by 1.27%
1 Month
21.20%
increased by 1.41%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 2.1862 | 6.00 | |
| 0.0558 | 39.29 | |
| 0.9924 | 732.40 | |
| 7.0239 | 5.91 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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