Hang Seng Mainland 25 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.34%
decreased by 0.30%
1 Week
24.40%
decreased by 0.24%
1 Month
24.60%
decreased by 0.04%
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 | |
|---|---|---|
| 0.0309 | 17.31 | |
| 0.0642 | 30.01 | |
| 0.9250 | 382.54 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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