Hong Kong Hang Seng Index APARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.37%
increased by 0.28%
1 Week
21.57%
increased by 0.48%
1 Month
22.30%
increased by 1.21%
Analysis last updated: Saturday, May 9, 2026 at 02:04 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 | |
| 0.0839 | 31.66 | |
| 0.9159 | 380.04 | |
| 0.3741 | 16.44 | |
| 1.0368 | 26.86 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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