Hong Kong Stock Exchange Hang Seng China Enterprises Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.83%
decreased by 0.99%
1 Week
22.05%
decreased by 0.77%
1 Month
22.86%
increased by 0.04%
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 | |
|---|---|---|
| 4.9605 | 5.66 | |
| 0.0691 | 43.43 | |
| 0.9938 | 942.93 | |
| 7.6040 | 6.71 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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