V-Lab: HSI Volatility Index AGARCH Volatility Analysis

V-Lab

HSI Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:77.97% (-3.95%)

Analysis last updated: Saturday, May 17, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3581	13.02
$α$	0.1023	27.19
$β$	0.8457	140.93
$γ$	-2.2092	-15.44

Estimation Period:
Jul 16, 2010 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts