HSI Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
77.78%
decreased by 3.13%
1 Week
79.63%
decreased by 1.28%
1 Month
84.74%
increased by 3.83%
Analysis last updated: Friday, April 17, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3581 | 13.02 | |
| 0.1023 | 27.19 | |
| 0.8457 | 140.93 | |
| -2.2092 | -15.44 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
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