iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:18.53% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 19.07 | |
| 0.0372 | 12.45 | |
| 0.9102 | 381.79 | |
| 0.0842 | 15.74 |
Estimation Period:
Apr 1, 1996 to Feb 27, 2026
Apr 1, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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