Hang Seng Composite Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
23.36%
increased by 1.00%
1 Week
23.40%
increased by 1.04%
1 Month
23.55%
increased by 1.19%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 12.32 | |
| 0.1496 | 25.41 | |
| 0.9807 | 1,148.32 | |
| -0.0505 | -10.45 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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