Hong Kong Hang Seng Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
23.70%
increased by 0.27%
1 Week
23.72%
increased by 0.29%
1 Month
23.78%
increased by 0.35%
Analysis last updated: Friday, June 26, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 9.94 | |
| 0.0788 | 36.86 | |
| 0.8997 | 364.98 | |
| 0.5608 | 23.58 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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