iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.16% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9213 | 6.13 | |
| 0.0793 | 36.53 | |
| 0.9913 | 697.13 | |
| 7.5880 | 6.48 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
Other iShares MSCI Hong Kong ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs