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

V-Lab

HSI Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:90.08% (-2.79%)

Analysis last updated: Saturday, May 17, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9547	6.13
$α$	0.0927	4.77
$β$	0.8657	30.96
$γ_{1}$	-0.0014	-0.18

Estimation Period:
Jul 16, 2010 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts