iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.15% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9113 | 6.14 | |
| 0.0791 | 36.54 | |
| 0.9913 | 698.60 | |
| 7.5936 | 6.46 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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