iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
23.42%
increased by 1.43%
1 Week
23.50%
increased by 1.51%
1 Month
23.79%
increased by 1.80%
Analysis last updated: Wednesday, June 17, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 19.06 | |
| 0.0365 | 12.33 | |
| 0.9106 | 384.38 | |
| 0.0846 | 15.95 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
Other iShares MSCI Hong Kong ETF Analyses
Other GJR-GARCH Analyses on ETFs