Hong Kong Stock Exchange Hang Seng China Enterprises Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.89%
decreased by 0.81%
1 Week
22.21%
decreased by 0.49%
1 Month
23.37%
increased by 0.67%
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 | |
|---|---|---|
| 0.0451 | 18.64 | |
| 0.0631 | 21.16 | |
| 0.9058 | 405.63 | |
| 0.0443 | 7.18 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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