S&P/HKEx LargeCap Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
23.74%
increased by 1.26%
1 Week
23.77%
increased by 1.29%
1 Month
23.71%
increased by 1.23%
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 | |
|---|---|---|
| 31 | ||
| 0.0041 | 0.86 | |
| 0.8022 | 61.41 | |
| 0.1044 | 18.89 | |
| 0.0920 | 0.57 | |
| 0.2821 | 0.60 | |
| 0.6776 | 1.26 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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