HSI Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.75% (-0.40%)
Parameter 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
News Impact Curve
Volatility Forecasts
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