V-Lab: HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:96.70% (-4.74%)

Analysis last updated: Friday, December 20, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9573	7.00
$α$	0.0927	4.83
$β$	0.8657	30.90
$γ_{1}$	-0.0012	-0.55

Estimation Period:
Jul 16, 2010 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts