Hang Seng HK 35 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.87%
increased by 1.89%
1 Week
17.91%
increased by 1.93%
1 Month
18.03%
increased by 2.05%
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 | |
|---|---|---|
| 0.0284 | 9.01 | |
| 0.0854 | 19.11 | |
| 0.8782 | 169.47 | |
| 0.4900 | 14.22 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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