Hang Seng HK 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.81%
decreased by 0.81%
1 Week
18.77%
decreased by 0.85%
1 Month
18.66%
decreased by 0.96%
Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 16.24 | |
| 0.0445 | 6.92 | |
| 0.8795 | 161.22 | |
| 0.0868 | 8.74 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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