HSI Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
71.29%
decreased by 2.27%
1 Week
73.37%
decreased by 0.19%
1 Month
79.39%
increased by 5.83%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4577 | 12.03 | |
| 0.0934 | 19.25 | |
| 0.8651 | 121.34 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
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