Hong Kong Hang Seng Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.73%
decreased by 0.63%
1 Week
19.86%
decreased by 0.50%
1 Month
20.34%
decreased by 0.02%
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 | |
|---|---|---|
| 0.0290 | 17.03 | |
| 0.0724 | 35.07 | |
| 0.9155 | 422.69 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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