Hang Seng Mainland 100 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.63%
decreased by 0.16%
1 Week
22.68%
decreased by 0.11%
1 Month
22.84%
increased by 0.05%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 6.36 | |
| 0.0697 | 20.67 | |
| 0.9079 | 207.39 | |
| 0.5140 | 10.79 |
Estimation Period:
Mar 8, 2010 to Apr 30, 2026
Mar 8, 2010 to Apr 30, 2026
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