iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
21.36%
decreased by 0.72%
1 Week
21.49%
decreased by 0.59%
1 Month
21.98%
decreased by 0.10%
Analysis last updated: Thursday, April 2, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 19.07 | |
| 0.0370 | 12.42 | |
| 0.9104 | 382.83 | |
| 0.0842 | 15.78 |
Estimation Period:
Apr 1, 1996 to Apr 2, 2026
Apr 1, 1996 to Apr 2, 2026
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