Hang Seng HK 35 Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 5th, 2026
1 Day
19.82%
increased by 4.46%
1 Week
22.63%
increased by 7.27%
1 Month
40.25%
increased by 24.89%
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8488 | 23.31 | |
| 0.3206 | 18.92 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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