iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.15% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9417 | 6.08 | |
| 0.0796 | 36.49 | |
| 0.9913 | 691.29 | |
| 7.5494 | 6.53 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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