iShares MSCI Hong Kong ETF AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.78%
increased by 1.42%
1 Week
19.05%
increased by 1.69%
1 Month
19.99%
increased by 2.63%
Analysis last updated: Friday, May 15, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 6.23 | |
| 0.0836 | 36.40 | |
| 0.9018 | 382.93 | |
| 0.5580 | 20.83 |
Estimation Period:
Apr 1, 1996 to May 15, 2026
Apr 1, 1996 to May 15, 2026
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