iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.78% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9303 | 6.13 | |
| 0.0795 | 36.50 | |
| 0.9913 | 696.15 | |
| 7.5844 | 6.49 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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