iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.78% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7170 | 6.12 | |
| 0.0933 | 7.75 | |
| 0.8749 | 56.15 | |
| -0.1277 | -5.78 | |
| 0.1917 | 5.54 | |
| -0.1071 | -3.15 | |
| 0.0689 | 1.93 | |
| -0.0147 | -0.50 | |
| -0.0264 | -0.69 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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