Hang Seng HK 35 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.28%
increased by 1.78%
1 Week
18.30%
increased by 1.80%
1 Month
18.39%
increased by 1.89%
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 | |
|---|---|---|
| 0.0110 | 4.51 | |
| 0.1539 | 15.84 | |
| 0.9663 | 448.60 | |
| -0.0617 | -7.78 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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