Hang Seng China Affliated Corp Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.68%
decreased by 0.77%
1 Week
17.06%
decreased by 0.39%
1 Month
18.06%
increased by 0.61%
Analysis last updated: Tuesday, June 9, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0601 | 16.08 | |
| 0.8161 | 125.68 | |
| 0.0820 | 16.72 | |
| 0.0110 | 6.09 | |
| 0.0289 | 5.87 | |
| 0.9674 | 175.03 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
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