iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.24% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7170 | 6.13 | |
| 0.0932 | 7.74 | |
| 0.8751 | 56.21 | |
| -0.1273 | -5.81 | |
| 0.1912 | 5.58 | |
| -0.1070 | -3.19 | |
| 0.0692 | 1.95 | |
| -0.0150 | -0.51 | |
| -0.0280 | -0.73 |
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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