Hang Seng Mainland 25 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
25.40%
decreased by 0.56%
1 Week
25.44%
decreased by 0.52%
1 Month
25.59%
decreased by 0.37%
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 | |
|---|---|---|
| 0.0430 | 14.29 | |
| 0.0799 | 46.55 | |
| 0.8981 | 508.25 | |
| 0.4722 | 13.54 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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