V-Lab: HSI Volatility Index EGARCH Volatility Analysis

V-Lab

HSI Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:64.45% (-2.35%)

Analysis last updated: Saturday, June 14, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1704	9.24
$α$	0.1313	11.15
$β$	0.9511	205.73
$γ$	0.1210	12.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts