Hang Seng Mainland 100 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
23.27%
increased by 0.27%
1 Week
23.34%
increased by 0.34%
1 Month
23.58%
increased by 0.58%
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 | |
|---|---|---|
| 0.0370 | 12.21 | |
| 0.0770 | 16.72 | |
| 0.9143 | 193.29 | |
| 0.2309 | 6.05 | |
| 1.4565 | 30.69 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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