Hang Seng China H-Financials Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.84%
decreased by 0.26%
1 Week
18.36%
increased by 0.26%
1 Month
20.07%
increased by 1.97%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 21.35 | |
| 0.0767 | 25.86 | |
| 0.9003 | 274.91 |
Estimation Period:
Mar 5, 2004 to Apr 30, 2026
Mar 5, 2004 to Apr 30, 2026
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