V-Lab
HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:65.31% (-1.12%)
Parameter 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
News Impact Curve
Volatility Forecasts
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