iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.07% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7231 | 6.20 | |
| 0.0933 | 7.74 | |
| 0.8751 | 56.09 | |
| -0.1251 | -5.72 | |
| 0.1874 | 5.48 | |
| -0.1045 | -3.11 | |
| 0.0680 | 1.93 | |
| -0.0163 | -0.58 | |
| -0.0216 | -1.20 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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