iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.22% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 19.08 | |
| 0.0383 | 12.69 | |
| 0.9086 | 377.18 | |
| 0.0854 | 15.74 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Hong Kong ETF Analyses
Other GJR-GARCH Analyses on ETFs