S&P/HKEx LargeCap Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
25.13%
increased by 0.65%
1 Week
25.23%
increased by 0.75%
1 Month
25.58%
increased by 1.10%
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 | |
|---|---|---|
| 0.0159 | 12.87 | |
| 0.1312 | 27.07 | |
| 0.9868 | 1,305.24 | |
| -0.0409 | -9.34 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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