V-Lab
iShares MSCI Hong Kong ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:25.06% (-1.19%)
Analysis last updated: Thursday, April 18, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.16 | |
| 0.1587 | 37.19 | |
| 0.9837 | 1112.78 | |
| -0.0713 | -18.28 |
Estimation Period:
Apr 1, 1996 to Apr 12, 2024
Apr 1, 1996 to Apr 12, 2024
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