HSI Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:103.73% (-6.26%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other HSI Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices