Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.68%
increased by 0.21%
1 Week
18.10%
increased by 0.63%
1 Month
19.59%
increased by 2.12%
Analysis last updated: Friday, June 12, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 18.97 | |
| 0.0642 | 21.37 | |
| 0.9024 | 422.08 | |
| 0.0473 | 8.49 |
Estimation Period:
Jan 4, 1993 to Jun 12, 2026
Jan 4, 1993 to Jun 12, 2026
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