Hang Seng Composite Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.71%
increased by 0.21%
1 Week
20.78%
increased by 0.28%
1 Month
21.03%
increased by 0.53%
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 | |
|---|---|---|
| 0.0210 | 17.19 | |
| 0.0732 | 33.22 | |
| 0.9178 | 381.61 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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