Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
19.24%
increased by 2.13%
1 Week
19.46%
increased by 2.35%
1 Month
20.04%
increased by 2.93%
Analysis last updated: Saturday, May 16, 2026 at 01:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0247 | 5.26 | |
| 0.8530 | 133.14 | |
| 0.1079 | 18.91 | |
| 0.0105 | 6.37 | |
| 0.0286 | 3.70 | |
| 0.9665 | 114.97 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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