Hong Kong Stock Exchange Hang Seng China Enterprises Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
22.30%
decreased by 0.90%
1 Week
22.62%
decreased by 0.58%
1 Month
23.81%
increased by 0.61%
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 | |
|---|---|---|
| 0.0386 | 18.20 | |
| 0.0899 | 37.22 | |
| 0.9085 | 388.08 | |
| 0.1426 | 11.61 | |
| 1.6894 | 41.39 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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