iShares MSCI Hong Kong ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:20.23% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 20.29 | |
| 0.0847 | 33.87 | |
| 0.9068 | 363.15 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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