Hang Seng China Affliated Corp Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
17.20%
increased by 0.04%
1 Week
17.58%
increased by 0.42%
1 Month
18.96%
increased by 1.80%
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 | |
|---|---|---|
| 0.0360 | 19.58 | |
| 0.0844 | 40.96 | |
| 0.9076 | 457.69 |
Estimation Period:
Jan 4, 1993 to Jun 5, 2026
Jan 4, 1993 to Jun 5, 2026
Other GARCH Analyses on Equity Indices