Hang Seng HK 35 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.31%
increased by 1.95%
1 Week
18.37%
increased by 2.01%
1 Month
18.56%
increased by 2.20%
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 | |
|---|---|---|
| 0.0395 | 16.77 | |
| 0.0860 | 14.99 | |
| 0.8983 | 163.35 | |
| 0.4092 | 9.04 | |
| 1.1000 | 24.78 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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