Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
18.88%
decreased by 0.68%
1 Week
18.97%
decreased by 0.59%
1 Month
19.28%
decreased by 0.28%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 1.1930 | 6.34 | |
| 0.0714 | 9.04 | |
| 0.9168 | 106.38 | |
| 0.0003 | 1.25 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
Other Hong Kong Hang Seng Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices