HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
64.98%
decreased by 0.50%
1 Week
68.75%
increased by 3.27%
1 Month
79.18%
increased by 13.70%
Analysis last updated: Saturday, May 23, 2026 at 01:54 AM 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
Other HSI Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices