Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
21.77%
decreased by 0.87%
1 Week
21.87%
decreased by 0.77%
1 Month
22.19%
decreased by 0.45%
Analysis last updated: Wednesday, April 15, 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 | |
|---|---|---|
| 0.0416 | 19.91 | |
| 0.0414 | 13.28 | |
| 0.9031 | 387.94 | |
| 0.0755 | 13.94 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
Other Hong Kong Hang Seng Index Analyses
Other GJR-GARCH Analyses on Equity Indices