S&P / Hong Kong GEM Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.67%
decreased by 1.00%
1 Week
22.78%
decreased by 0.89%
1 Month
23.17%
decreased by 0.50%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 16.67 | |
| 0.1176 | 25.75 | |
| 0.8605 | 203.32 | |
| 0.2265 | 5.68 |
Estimation Period:
Jan 1, 2001 to Apr 30, 2026
Jan 1, 2001 to Apr 30, 2026
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