V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:23.05% (+0.34%)
Analysis last updated: Wednesday, April 24, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7682 | 6.96 | |
| 0.0967 | 7.78 | |
| 0.8701 | 61.92 | |
| -0.0857 | -4.82 | |
| 0.1275 | 4.93 | |
| -0.0744 | -4.77 | |
| 0.0682 | 4.15 | |
| -0.0499 | -3.94 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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