Hang Seng China H-Financials Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.27%
decreased by 0.36%
1 Week
18.64%
increased by 0.01%
1 Month
19.92%
increased by 1.29%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9717 | 6.63 | |
| 0.0625 | 27.06 | |
| 0.9832 | 358.96 | |
| 6.4411 | 4.13 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
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