Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.78%
decreased by 0.39%
1 Week
18.05%
decreased by 0.12%
1 Month
18.96%
increased by 0.79%
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 | |
|---|---|---|
| 0.0418 | 19.95 | |
| 0.0413 | 13.26 | |
| 0.9028 | 386.46 | |
| 0.0758 | 13.99 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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