Hang Seng China Affliated Corp Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.78%
decreased by 0.75%
1 Week
17.05%
decreased by 0.48%
1 Month
18.05%
increased by 0.52%
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 | |
|---|---|---|
| 3.6054 | 5.65 | |
| 0.0708 | 36.65 | |
| 0.9926 | 821.02 | |
| 7.2791 | 6.31 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
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