Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
21.37%
decreased by 0.15%
1 Week
21.40%
decreased by 0.12%
1 Month
21.53%
increased by 0.01%
Analysis last updated: Wednesday, June 10, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1880 | 5.98 | |
| 0.0558 | 39.29 | |
| 0.9924 | 731.32 | |
| 7.0183 | 5.91 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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