iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.71% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0372 | 7.98 | |
| 0.8290 | 124.81 | |
| 0.1173 | 21.33 | |
| 0.0111 | 5.61 | |
| 0.0459 | 5.73 | |
| 0.9497 | 110.35 |
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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