HSI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
85.44%
increased by 5.76%
1 Week
85.88%
increased by 6.20%
1 Month
87.13%
increased by 7.45%
Analysis last updated: Friday, June 19, 2026 at 09:56 PM 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
Other HSI Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices