HSI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
71.96%
increased by 8.19%
1 Week
73.93%
increased by 10.16%
1 Month
79.30%
increased by 15.53%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9688 | 6.06 | |
| 0.0981 | 14.55 | |
| 0.9474 | 112.50 | |
| 4.7361 | 4.54 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
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