S&P/HKEx LargeCap Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
25.61%
increased by 3.44%
1 Week
25.55%
increased by 3.38%
1 Month
25.34%
increased by 3.17%
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 | |
|---|---|---|
| 0.0357 | 23.72 | |
| 0.1281 | 27.76 | |
| 0.8354 | 265.54 | |
| 0.0410 | 5.67 |
Estimation Period:
Apr 14, 2003 to Apr 30, 2026
Apr 14, 2003 to Apr 30, 2026
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