V-Lab
iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:21.78% (-1.28%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0682 | 6.25 | |
| 0.0809 | 37.74 | |
| 0.9919 | 760.06 | |
| 8 | 6.39 |
Estimation Period:
Apr 1, 1996 to Nov 15, 2024
Apr 1, 1996 to Nov 15, 2024
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