Hang Seng Mainland 25 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.48%
decreased by 0.12%
1 Week
24.56%
decreased by 0.04%
1 Month
24.86%
increased by 0.26%
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 | |
|---|---|---|
| 3.6240 | 5.54 | |
| 0.0573 | 39.76 | |
| 0.9937 | 858.82 | |
| 7.4458 | 5.32 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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