Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
22.28%
decreased by 0.37%
1 Week
22.35%
increased by 0.07%
1 Month
22.61%
increased by 0.33%
Analysis last updated: Saturday, March 21, 2026 at 02:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 19.90 | |
| 0.0415 | 13.31 | |
| 0.9031 | 387.43 | |
| 0.0753 | 13.89 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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