Hong Kong Hang Seng Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
26.04%
decreased by 0.81%
1 Week
26.17%
decreased by 0.68%
1 Month
26.65%
decreased by 0.20%
Analysis last updated: Friday, April 10, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2908 | 6.18 | |
| 0.0712 | 9.09 | |
| 0.9156 | 110.03 | |
| 0.0020 | 2.41 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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