iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.30% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9658 | 6.13 | |
| 0.0803 | 36.70 | |
| 0.9914 | 702.11 | |
| 7.6276 | 6.48 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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