HSI Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:66.08% (+0.29%)
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
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