iShares MSCI Hong Kong ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.06% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9442 | 6.17 | |
| 0.0806 | 36.66 | |
| 0.9913 | 701.06 | |
| 7.6491 | 6.48 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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