V-Lab
iShares MSCI Hong Kong ETF MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
13.76%
decreased by 0.84%
1 Week
14.49%
decreased by 0.11%
1 Month
16.91%
increased by 2.31%
Analysis last updated: Friday, August 7, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1996 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 53 trading days, meaning a shock loses half its impact after approximately 53 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0513 | 8.39*** |
α ARCH Response to squared shocks | 0.2129 | 41.63*** |
β GARCH Volatility persistence | 0.7742 | 167.97*** |
Persistence:
0.987
Half-life:
53 days
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