Hang Seng China Affliated Corp Index AGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
18.59%
increased by 0.13%
1 Week
19.00%
increased by 0.54%
1 Month
20.45%
increased by 1.99%
Analysis last updated: Wednesday, June 10, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 13.85 | |
| 0.0876 | 40.30 | |
| 0.9011 | 423.07 | |
| 0.3312 | 10.62 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
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