HSI Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:91.79% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9547 | 6.13 | |
| 0.0927 | 4.77 | |
| 0.8657 | 30.96 | |
| -0.0014 | -0.18 |
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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