Hang Seng China H-Financials Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.14%
decreased by 0.29%
1 Week
18.73%
increased by 0.30%
1 Month
20.31%
increased by 1.88%
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 | |
|---|---|---|
| 126 | ||
| 0.0646 | 14.52 | |
| 0.8578 | 166.41 | |
| 0.0357 | 5.93 | |
| 0.2137 | 2.27 | |
| 0.2385 | 2.56 | |
| 0.6851 | 5.33 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
Other MF2-GARCH Analyses on Equity Indices