Hong Kong Hang Seng Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.52%
decreased by 0.91%
1 Week
23.65%
decreased by 0.78%
1 Month
24.10%
decreased by 0.33%
Analysis last updated: Tuesday, June 9, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 24.45 | |
| 0.0839 | 31.68 | |
| 0.9158 | 379.99 | |
| 0.3731 | 16.45 | |
| 1.0414 | 27.09 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other Hong Kong Hang Seng Index Analyses
Other APARCH Analyses on Equity Indices