Hong Kong Stock Exchange Hang Seng China Enterprises Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.94%
increased by 0.60%
1 Week
22.25%
increased by 0.91%
1 Month
23.40%
increased by 2.06%
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 | |
|---|---|---|
| 0.0450 | 18.63 | |
| 0.0631 | 21.18 | |
| 0.9059 | 406.04 | |
| 0.0442 | 7.18 |
Estimation Period:
Jul 15, 1993 to Jun 12, 2026
Jul 15, 1993 to Jun 12, 2026
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