Hang Seng HK 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.75%
increased by 1.12%
1 Week
16.80%
increased by 1.17%
1 Month
16.95%
increased by 1.32%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2873 | 6.84 | |
| 0.0621 | 20.91 | |
| 0.9832 | 358.56 | |
| 7.1872 | 3.37 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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