HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
74.92%
decreased by 2.14%
1 Week
77.50%
increased by 0.44%
1 Month
84.91%
increased by 7.85%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9573 | 7.00 | |
| 0.0927 | 4.83 | |
| 0.8657 | 30.90 | |
| -0.0012 | -0.55 |
Estimation Period:
Jul 16, 2010 to Nov 19, 2021
Jul 16, 2010 to Nov 19, 2021
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