Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.38%
increased by 0.75%
1 Week
20.43%
increased by 0.80%
1 Month
20.59%
increased by 0.96%
Analysis last updated: Friday, June 26, 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 | |
|---|---|---|
| 1.1920 | 6.35 | |
| 0.0714 | 9.05 | |
| 0.9168 | 106.53 | |
| 0.0003 | 1.25 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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