Anharmonic effective potential, effective local force constant, thermal expansion coefficient, three leading cumulants, and EXAFS (Extended X-ray Absorption Fine Structure) of hcp crystals have been studied. Analytical expressions for these quantities have been derived. Numerical calculations have been carried out for Zn and Cd. They show a good agreement with experiment results measured at HASYLAB (DESY, Germany) and unnegligible anharmonic effects in the considered quantities.