Hong Kong Hang Seng Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
23.24%
decreased by 0.73%
1 Week
23.11%
decreased by 0.86%
1 Month
22.87%
decreased by 1.10%
Analysis last updated: Thursday, April 2, 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 | ||
| 0.0249 | 5.30 | |
| 0.8534 | 132.94 | |
| 0.1074 | 18.80 | |
| 0.0104 | 6.39 | |
| 0.0285 | 3.69 | |
| 0.9666 | 115.17 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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