Hang Seng China Affliated Corp Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.52%
decreased by 1.03%
1 Week
17.86%
decreased by 0.69%
1 Month
19.17%
increased by 0.62%
Analysis last updated: Tuesday, June 9, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 18.22 | |
| 0.1780 | 42.76 | |
| 0.9853 | 1,329.69 | |
| -0.0336 | -9.07 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
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