Hang Seng China H-Financials Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.58%
decreased by 0.81%
1 Week
20.01%
decreased by 0.38%
1 Month
21.49%
increased by 1.10%
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 | |
|---|---|---|
| 0.0633 | 6.91 | |
| 0.1548 | 33.99 | |
| 0.8265 | 246.29 |
Estimation Period:
Nov 27, 2006 to Apr 30, 2026
Nov 27, 2006 to Apr 30, 2026
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