V-Lab: HSI Volatility Index APARCH Volatility Analysis

V-Lab

HSI Volatility Index APARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:83.54% (-4.14%)

Analysis last updated: Saturday, May 10, 2025 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3578	7.61
$α$	0.0649	6.84
$β$	0.8971	120.15
$γ$	-0.9669	-4.86
$δ$	1.1921	22.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts