Hang Seng Composite Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.53%
increased by 0.29%
1 Week
21.58%
increased by 0.34%
1 Month
21.76%
increased by 0.52%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 8.83 | |
| 0.0881 | 47.15 | |
| 0.8878 | 471.72 | |
| 0.5269 | 18.14 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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