Hong Kong Stock Exchange Hang Seng China Enterprises Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
21.03%
decreased by 1.19%
1 Week
21.28%
decreased by 0.94%
1 Month
22.14%
decreased by 0.08%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 31 | ||
| 0.0621 | 14.23 | |
| 0.7799 | 67.68 | |
| 0.0857 | 15.06 | |
| 0.0452 | 4.68 | |
| 0.0853 | 4.09 | |
| 0.9027 | 39.41 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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