Hong Kong Stock Exchange Hang Seng China Enterprises Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
21.48%
decreased by 0.74%
1 Week
21.76%
decreased by 0.46%
1 Month
22.79%
increased by 0.57%
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 | |
|---|---|---|
| 0.0381 | 19.21 | |
| 0.0802 | 37.64 | |
| 0.9121 | 410.86 |
Estimation Period:
Jul 15, 1993 to Jun 5, 2026
Jul 15, 1993 to Jun 5, 2026
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