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

V-Lab

HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 24th, 2025:69.00% (+0.35%)

Analysis last updated: Saturday, July 26, 2025 at 01:07 AM 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