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V-Lab

Hong Kong Hang Seng Index Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

17.56%

decreased by 0.69%

1 Week

17.69%

decreased by 0.56%

1 Month

18.21%

decreased by 0.04%

Analysis last updated: Monday, August 10, 2026 at 09:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Hang Seng Index AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Aug 7, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 359 trading days (~1.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 39% more than positive returns

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0117
23.81***
α

ARCH

Response to squared shocks

0.1087
33.36***
β

GARCH

Volatility persistence

0.8685
427.61***
γ

leverage

Additional response to negative shocks

0.0419
7.90***

Persistence:

0.998

Half-life:

359 days