Hang Seng China H-Financials Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.67%
decreased by 0.26%
1 Week
19.08%
increased by 0.15%
1 Month
20.62%
increased by 1.69%
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 | |
|---|---|---|
| 0.0288 | 21.00 | |
| 0.1662 | 27.71 | |
| 0.9788 | 929.58 | |
| -0.0114 | -1.98 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
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