Hong Kong Hang Seng Index APARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
21.01%
decreased by 1.17%
1 Week
21.22%
decreased by 0.96%
1 Month
21.99%
decreased by 0.19%
Analysis last updated: Friday, April 24, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 24.48 | |
| 0.0838 | 31.67 | |
| 0.9160 | 380.23 | |
| 0.3743 | 16.44 | |
| 1.0347 | 26.73 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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