Hang Seng Mainland 100 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.09%
decreased by 0.15%
1 Week
22.17%
decreased by 0.07%
1 Month
22.42%
increased by 0.18%
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 | |
|---|---|---|
| 0.0341 | 10.35 | |
| 0.0666 | 20.58 | |
| 0.9190 | 210.40 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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