V-Lab
iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:24.29% (-0.22%)
Analysis last updated: Thursday, April 25, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6123 | 4.03 | |
| 0.1034 | 7.83 | |
| 0.8402 | 47.92 | |
| -0.2300 | -1.89 | |
| 0.2420 | 1.41 | |
| -0.0803 | -0.83 | |
| 0.2896 | 3.35 | |
| -0.5104 | -6.81 | |
| 0.4927 | 5.74 | |
| -0.3164 | -3.93 | |
| 0.2413 | 3.33 | |
| -0.2347 | -2.53 | |
| 0.2290 | 1.60 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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