Hong Kong Hang Seng Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.01%
decreased by 0.72%
1 Week
22.10%
decreased by 0.63%
1 Month
22.43%
decreased by 0.30%
Analysis last updated: Tuesday, June 9, 2026 at 09:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 9.91 | |
| 0.0790 | 36.89 | |
| 0.8995 | 364.47 | |
| 0.5619 | 23.58 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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