Hang Seng China H-Financials Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.63%
decreased by 0.80%
1 Week
20.07%
decreased by 0.36%
1 Month
21.54%
increased by 1.11%
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 | |
|---|---|---|
| 0.0642 | 22.58 | |
| 0.1487 | 24.30 | |
| 0.8254 | 245.22 | |
| 0.0135 | 1.44 |
Estimation Period:
Nov 27, 2006 to Apr 30, 2026
Nov 27, 2006 to Apr 30, 2026
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