Hang Seng Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.20%
increased by 0.78%
1 Week
21.26%
increased by 0.84%
1 Month
21.57%
increased by 1.15%
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 | |
|---|---|---|
| 126 | ||
| 0.0294 | 5.74 | |
| 0.8780 | 190.46 | |
| 0.0907 | 17.73 | |
| 0.0561 | 2.89 | |
| 0.1605 | 3.81 | |
| 0.8077 | 14.95 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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