Hang Seng Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.66%
increased by 0.99%
1 Week
22.73%
increased by 1.06%
1 Month
22.97%
increased by 1.30%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.91 | |
| 0.0808 | 22.96 | |
| 0.9171 | 312.05 | |
| 0.3274 | 10.59 | |
| 1.2735 | 34.33 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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