Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.40%
increased by 0.17%
1 Week
21.30%
increased by 0.07%
1 Month
21.17%
decreased by 0.06%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 36 | ||
| 0.0248 | 5.29 | |
| 0.8533 | 133.53 | |
| 0.1077 | 18.93 | |
| 0.0104 | 6.40 | |
| 0.0284 | 3.71 | |
| 0.9668 | 116.30 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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