S&P / Hong Kong GEM Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.59%
decreased by 0.29%
1 Week
23.81%
decreased by 0.07%
1 Month
24.55%
increased by 0.67%
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 | |
|---|---|---|
| 0.0285 | 17.18 | |
| 0.2119 | 28.55 | |
| 0.9756 | 649.09 | |
| -0.0230 | -4.61 |
Estimation Period:
Jan 1, 2001 to Apr 30, 2026
Jan 1, 2001 to Apr 30, 2026
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