Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
19.19%
decreased by 0.64%
1 Week
19.53%
decreased by 0.30%
1 Month
20.49%
increased by 0.66%
Analysis last updated: Friday, April 24, 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 | 5.26 | |
| 0.8531 | 133.04 | |
| 0.1078 | 18.90 | |
| 0.0105 | 6.37 | |
| 0.0286 | 3.69 | |
| 0.9665 | 114.80 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
Other Hong Kong Hang Seng Index Analyses
Other MF2-GARCH Analyses on Equity Indices