Hang Seng China H-Financials Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.17%
decreased by 0.25%
1 Week
18.71%
increased by 0.29%
1 Month
20.47%
increased by 2.05%
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 | |
|---|---|---|
| 0.0730 | 20.85 | |
| 0.0659 | 12.96 | |
| 0.8965 | 266.35 | |
| 0.0263 | 2.91 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
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