Hang Seng China Affliated Corp Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
17.92%
increased by 0.16%
1 Week
18.33%
increased by 0.57%
1 Month
19.80%
increased by 2.04%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0423 | 19.00 | |
| 0.0642 | 21.35 | |
| 0.9023 | 421.43 | |
| 0.0474 | 8.50 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
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