Hong Kong Hang Seng Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.31%
decreased by 0.83%
1 Week
23.41%
decreased by 0.73%
1 Month
23.74%
decreased by 0.40%
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 | |
|---|---|---|
| 0.0195 | 16.06 | |
| 0.1541 | 33.16 | |
| 0.9799 | 1,205.34 | |
| -0.0523 | -13.45 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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