iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.09%
decreased by 0.98%
1 Week
22.18%
decreased by 0.89%
1 Month
22.54%
decreased by 0.53%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9021 | 6.17 | |
| 0.0787 | 36.40 | |
| 0.9913 | 696.60 | |
| 7.5942 | 6.42 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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