V-Lab
iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:15.88% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0122 | 6.17 | |
| 0.0813 | 37.02 | |
| 0.9915 | 716.38 | |
| 7.7112 | 6.46 |
Estimation Period:
Apr 1, 1996 to Jun 18, 2025
Apr 1, 1996 to Jun 18, 2025
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