Hang Seng Mainland 100 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.08%
increased by 0.44%
1 Week
24.13%
increased by 0.49%
1 Month
24.28%
increased by 0.64%
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 | |
|---|---|---|
| 0.0205 | 11.79 | |
| 0.1445 | 16.88 | |
| 0.9777 | 578.16 | |
| -0.0385 | -5.28 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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