HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
114.02%
decreased by 0.02%
1 Week
113.15%
decreased by 0.89%
1 Month
110.44%
decreased by 3.60%
Analysis last updated: Friday, March 27, 2026 at 07:06 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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