V-Lab
iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 10th, 2025:37.89% (+3.70%)
Volatility Summary Table
Closing Price: | $15.79 | Return: | 3.81% |
Average Week Vol: | 30.71% | Average Month Vol: | 23.06% |
Min Vol: | 9.87% | Max Vol: | 123.42% |
Average Vol: | 27.59% | Vol of Vol: | 33.70% |
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0463 | 6.01 | |
| 0.0797 | 37.11 | |
| 0.9918 | 732.53 | |
| 7.6869 | 6.46 |
Estimation Period:
Apr 1, 1996 to Apr 4, 2025
Apr 1, 1996 to Apr 4, 2025
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