iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.21%
decreased by 0.88%
1 Week
23.30%
decreased by 0.79%
1 Month
23.61%
decreased by 0.48%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 19.06 | |
| 0.0365 | 12.33 | |
| 0.9106 | 384.38 | |
| 0.0846 | 15.95 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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