Hang Seng HK 35 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.94%
increased by 1.13%
1 Week
16.08%
increased by 1.27%
1 Month
16.56%
increased by 1.75%
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 | |
|---|---|---|
| 0.0334 | 15.12 | |
| 0.0833 | 22.55 | |
| 0.8929 | 208.47 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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