Hang Seng Mainland 25 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
25.61%
increased by 0.33%
1 Week
25.74%
increased by 0.46%
1 Month
26.21%
increased by 0.93%
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 | |
|---|---|---|
| 0.0192 | 14.60 | |
| 0.1374 | 29.67 | |
| 0.9853 | 1,240.91 | |
| -0.0352 | -8.46 |
Estimation Period:
Jan 3, 2000 to Apr 30, 2026
Jan 3, 2000 to Apr 30, 2026
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