iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.69%
increased by 1.20%
1 Week
18.90%
increased by 1.41%
1 Month
19.66%
increased by 2.17%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 19.05 | |
| 0.0366 | 12.37 | |
| 0.9106 | 384.04 | |
| 0.0844 | 15.90 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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