V-Lab
iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:14.74% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0003 | 6.14 | |
| 0.0813 | 36.98 | |
| 0.9915 | 712.26 | |
| 7.6778 | 6.50 |
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Apr 1, 1996 to Jul 25, 2025
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