V-Lab
iShares MSCI Hong Kong ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:22.17% (-0.94%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 5.43 | |
| 0.0863 | 37.49 | |
| 0.8989 | 391.68 | |
| 0.5665 | 21.47 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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