Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
19.45%
decreased by 0.30%
1 Week
19.64%
decreased by 0.11%
1 Month
20.30%
increased by 0.55%
Analysis last updated: Tuesday, May 5, 2026 at 09:02 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 | 386.83 | |
| 0.0758 | 13.98 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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