Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
21.11%
increased by 1.17%
1 Week
21.23%
increased by 1.29%
1 Month
21.64%
increased by 1.70%
Analysis last updated: Thursday, June 18, 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 | |
|---|---|---|
| 0.0418 | 19.95 | |
| 0.0413 | 13.26 | |
| 0.9029 | 386.99 | |
| 0.0758 | 14.02 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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