Hong Kong Hang Seng Index EGARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
24.62%
decreased by 0.94%
1 Week
24.67%
decreased by 0.89%
1 Month
24.82%
decreased by 0.74%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 0.0194 | 16.03 | |
| 0.1538 | 33.14 | |
| 0.9800 | 1,206.89 | |
| -0.0520 | -13.40 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2026
Jan 1, 1990 to Jun 30, 2026
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