Hang Seng Mainland 25 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.45%
decreased by 0.01%
1 Week
24.54%
increased by 0.08%
1 Month
24.86%
increased by 0.40%
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 | |
|---|---|---|
| 0.0338 | 17.82 | |
| 0.0690 | 27.96 | |
| 0.9226 | 368.16 | |
| 0.2009 | 9.32 | |
| 1.7172 | 37.77 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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