iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.25% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9681 | 6.05 | |
| 0.0804 | 36.44 | |
| 0.9914 | 698.17 | |
| 7.6055 | 6.47 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
Other iShares MSCI Hong Kong ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs