V-Lab: HSI Volatility Index GARCH Volatility Analysis

V-Lab

HSI Volatility Index GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:64.31% (+1.21%)

Analysis last updated: Saturday, June 21, 2025 at 05:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4577	12.03
$α$	0.0934	19.25
$β$	0.8651	121.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts