iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.99% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9614 | 6.17 | |
| 0.0803 | 36.66 | |
| 0.9914 | 706.60 | |
| 7.6622 | 6.45 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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