V-Lab
iShares MSCI Hong Kong ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:27.10% (-0.07%)
Analysis last updated: Tuesday, November 5, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 19.88 | |
| 0.0869 | 33.75 | |
| 0.9056 | 356.10 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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