HSI Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:84.83% (-2.82%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other HSI Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices