Hang Seng China Affliated Corp Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
19.01%
increased by 0.46%
1 Week
19.33%
increased by 0.78%
1 Month
20.57%
increased by 2.02%
Analysis last updated: Wednesday, June 10, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 18.22 | |
| 0.1780 | 42.76 | |
| 0.9853 | 1,329.69 | |
| -0.0336 | -9.07 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
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