Hong Kong Stock Exchange Hang Seng China Enterprises Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.86%
decreased by 0.89%
1 Week
23.19%
decreased by 0.56%
1 Month
24.35%
increased by 0.60%
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 | |
|---|---|---|
| 0.0460 | 15.33 | |
| 0.0904 | 41.44 | |
| 0.8970 | 397.94 | |
| 0.3393 | 11.46 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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