Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
19.98%
decreased by 0.71%
1 Week
20.04%
decreased by 0.65%
1 Month
20.24%
decreased by 0.45%
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 1.1931 | 6.34 | |
| 0.0714 | 9.04 | |
| 0.9168 | 106.30 | |
| 0.0003 | 1.24 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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