Hong Kong Hang Seng Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
21.35%
decreased by 0.08%
1 Week
21.46%
increased by 0.03%
1 Month
21.84%
increased by 0.41%
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 | |
|---|---|---|
| 0.0418 | 19.96 | |
| 0.0413 | 13.26 | |
| 0.9028 | 386.62 | |
| 0.0759 | 14.01 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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