Hang Seng Mainland 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.51%
increased by 0.08%
1 Week
22.53%
increased by 0.10%
1 Month
22.72%
increased by 0.29%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0378 | 5.38 | |
| 0.8884 | 128.74 | |
| 0.0641 | 9.48 | |
| 0.0484 | 2.34 | |
| 0.0766 | 2.47 | |
| 0.9014 | 22.03 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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