Hang Seng Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.26%
increased by 0.42%
1 Week
22.32%
increased by 0.48%
1 Month
22.55%
increased by 0.71%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2826 | 4.94 | |
| 0.0602 | 50.08 | |
| 0.9960 | 1,254.46 | |
| 7.1223 | 7.40 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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