iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:18.72% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 19.09 | |
| 0.0373 | 12.46 | |
| 0.9100 | 381.25 | |
| 0.0844 | 15.75 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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