Hang Seng Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.91%
increased by 0.67%
1 Week
20.96%
increased by 0.72%
1 Month
21.14%
increased by 0.90%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 19.02 | |
| 0.0429 | 10.05 | |
| 0.9074 | 343.32 | |
| 0.0689 | 10.30 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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