Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
23.45%
increased by 1.34%
1 Week
23.10%
increased by 0.99%
1 Month
22.38%
increased by 0.27%
Analysis last updated: Friday, June 26, 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 | 5.28 | |
| 0.8534 | 133.43 | |
| 0.1075 | 18.91 | |
| 0.0104 | 6.40 | |
| 0.0284 | 3.71 | |
| 0.9667 | 116.10 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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