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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0179	9.74***
α ARCH Response to squared shocks	0.1610	34.72***
β GARCH Volatility persistence	0.9837	1,232.76***
γ leverage Additional response to negative shocks	-0.0649	-16.48***

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iShares MSCI Hong Kong ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Hong Kong ETF Analyses