Hang Seng Mainland 25 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
23.69%
increased by 0.21%
1 Week
23.73%
increased by 0.25%
1 Month
23.71%
increased by 0.23%
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 | |
|---|---|---|
| 36 | ||
| 0.0167 | 4.43 | |
| 0.8239 | 91.64 | |
| 0.0878 | 18.09 | |
| 0.1524 | 1.18 | |
| 0.2845 | 1.34 | |
| 0.6567 | 2.53 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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