Hong Kong Stock Exchange Hang Seng China Enterprises Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
23.35%
decreased by 1.13%
1 Week
23.64%
decreased by 0.84%
1 Month
24.74%
increased by 0.26%
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 | |
|---|---|---|
| 0.0237 | 17.40 | |
| 0.1781 | 40.57 | |
| 0.9854 | 1,305.21 | |
| -0.0274 | -8.06 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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