V-Lab
iShares MSCI Hong Kong ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:23.63% (-0.26%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 8.15 | |
| 0.1584 | 37.18 | |
| 0.9837 | 1115.35 | |
| -0.0710 | -18.24 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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