Hang Seng China H-Financials Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.37%
decreased by 0.25%
1 Week
18.94%
increased by 0.32%
1 Month
20.73%
increased by 2.11%
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 | |
|---|---|---|
| 0.0778 | 22.34 | |
| 0.0818 | 28.03 | |
| 0.8906 | 283.10 | |
| 0.1723 | 4.61 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
Other AGARCH Analyses on Equity Indices