Hang Seng Mainland 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.05%
increased by 0.28%
1 Week
21.17%
increased by 0.40%
1 Month
21.57%
increased by 0.80%
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 | |
|---|---|---|
| 0.0428 | 11.49 | |
| 0.0472 | 8.14 | |
| 0.9100 | 209.88 | |
| 0.0481 | 5.10 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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