Hang Seng China H-Financials Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.17%
decreased by 0.25%
1 Week
18.72%
increased by 0.30%
1 Month
20.47%
increased by 2.05%
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 | |
|---|---|---|
| 0.0724 | 16.74 | |
| 0.0788 | 25.03 | |
| 0.8967 | 253.66 | |
| 0.0838 | 4.91 | |
| 1.9870 | 30.96 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
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