Hong Kong Hang Seng Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
17.92%
increased by 0.84%
1 Week
18.03%
increased by 0.95%
1 Month
18.44%
increased by 1.36%
Analysis last updated: Saturday, May 16, 2026 at 01:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1928 | 6.35 | |
| 0.0715 | 9.04 | |
| 0.9167 | 106.30 | |
| 0.0004 | 1.25 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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