S&P / Hong Kong GEM Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.92%
decreased by 0.49%
1 Week
23.12%
decreased by 0.29%
1 Month
23.81%
increased by 0.40%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 16.54 | |
| 0.1177 | 25.86 | |
| 0.8823 | 193.36 | |
| 0.1070 | 4.67 | |
| 1.4084 | 26.53 |
Estimation Period:
Jan 1, 2001 to Apr 30, 2026
Jan 1, 2001 to Apr 30, 2026
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