iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:19.55% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9620 | 6.13 | |
| 0.0802 | 36.67 | |
| 0.9914 | 702.60 | |
| 7.6312 | 6.47 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
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