Hang Seng Mainland 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.61%
decreased by 0.02%
1 Week
22.62%
decreased by 0.01%
1 Month
22.67%
increased by 0.04%
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 | |
|---|---|---|
| 2.1021 | 7.94 | |
| 0.0580 | 23.93 | |
| 0.9848 | 451.11 | |
| 8.3673 | 2.74 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
Other GAS-GARCH Student T Analyses on Equity Indices