Hong Kong Hang Seng Index MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, June 11th, 2026
1 Day
20.48%
decreased by 0.41%
1 Week
20.60%
decreased by 0.29%
1 Month
21.08%
increased by 0.19%
Analysis last updated: Wednesday, June 10, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 16.37 | |
| 0.1314 | 53.37 | |
| 0.8686 | 408.93 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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