HSI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
111.54%
increased by 5.91%
1 Week
109.56%
increased by 3.93%
1 Month
103.68%
decreased by 1.95%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
Parameter 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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