HSI Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
85.92%
decreased by 2.07%
1 Week
85.50%
decreased by 2.49%
1 Month
84.33%
decreased by 3.66%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5007 | 10.51 | |
| 0.1194 | 15.79 | |
| 0.8813 | 140.49 | |
| -0.1139 | -11.70 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
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