HSI Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:101.77% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1704 | 9.24 | |
| 0.1313 | 11.15 | |
| 0.9511 | 205.73 | |
| 0.1210 | 12.26 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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