Hang Seng Mainland 25 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.17%
decreased by 0.11%
1 Week
24.23%
decreased by 0.05%
1 Month
24.48%
increased by 0.20%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 16.50 | |
| 0.0436 | 12.34 | |
| 0.9197 | 386.76 | |
| 0.0461 | 6.61 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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