HSI Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
64.81%
decreased by 1.51%
1 Week
68.37%
increased by 2.05%
1 Month
77.71%
increased by 11.39%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM 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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